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Stat Biosci. 2010 Dec;2(2):154-179.

A Gaussian Copula Model for Multivariate Survival Data.

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Fred Hutchinson Cancer Research Center, Seattle, WA 98109, Tel.: 206-667-5749.


We consider a Gaussian copula model for multivariate survival times. Estimation of the copula association parameter is easily implemented with existing software using a two-stage estimation procedure. Using the Gaussian copula, we are able to test whether the association parameter is equal to zero. When the association term is positive, the model can be extended to incorporate cluster-level frailty terms. Asymptotic properties are derived under the two-stage estimation scheme. Simulation studies verify finite sample utility. We apply the method to a Children's Oncology Group multi-center study of acute lymphoblastic leukemia. The analysis estimates marginal treatment effects and examines potential clustering within treatment institution.

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