Miscellanea |
Models for recurring events with marginal proportional hazards
Division of Statistics, Northern Illinois University, DeKalb, Illinois 60115, U.S.A. nader{at}math.niu.edu
Semiparametric methods were proposed by Wei et al. (1989) to analyse recurring event-time data. They modelled the marginal distribution of each event time with a Cox proportional hazards model without imposing any constraint on the joint distribution of different event times. Therefore, it is unclear whether or not event times can simultaneously satisfy their respective marginal proportional hazards assumptions, while having continuous joint distribution. Often this leads to a difficulty of conducting simulation studies. In this note we construct parametric marginal proportional hazards models for recurring event times with proper joint density functions.
Key Words: Hazard function; Marginal method; Multivariate distribution; Proportional hazards model; Recurring event times; Stochastic ordering.
Received January 2005. Revised September 2005.