Modelos de sobrevivência bivariados induzidos por fragilidade
Autor(a) principal: | |
---|---|
Data de Publicação: | 2022 |
Tipo de documento: | Tese |
Idioma: | por |
Título da fonte: | Repositório Institucional da UFSCAR |
Texto Completo: | https://repositorio.ufscar.br/handle/ufscar/16629 |
Resumo: | Frailty models have been developed to quantify both heterogeneity as well as association in multivariate time-to-event data. The frailty distributions used in many studies include the gamma, inverse Gaussian (IG) or stable positive (SP) distributions. These distributions are usually chosen due to analytical and computational simplicity or due to some attractive property of the model. The choice of the frailty distribution is of fundamental importance in order to arrive at a good description of the dependence structure present in the data. An alternative to the problem of choosing the frailty model would be to choose only one family of frailty distributions and use it as a general model. In this work, we studied bivariate survival data with a semicompetiting risk structure (FINE; JIANG; CHAPPELL, 2001), and long-term bivariate data. In order to incorporate a dependence structure between the times of events, we propose the family of distributions Power variance function (PVF) as a shared frailty model which includes the above mentioned distributions. Data with a semicompeting risk structure arises as a variant of the competing risk structure. In the semicompeting risk framework, usually, two events are considered, namely, a terminal and a non-terminal. The terminal event censors the non-terminal event, but not vice versa. Generally, the two events are correlated. So the dependence between the terminal and non-terminal failure time is incorporated through the PVF shared frailty between the conditional transition rates of the illness-death model (XU; KALBFLEISCH; TAI, 2010), that is equivalent to a semicompeting risks problem. For long-term bivariate data, which are characterized by having a fraction of individuals non-susceptible to the event of interest after a long time, were considered situations in which there are two types of unobservable causes, where each cause is related to occurrence times of an event of interest. To model the dependence between the two times we introduce a PVF frailty variable. For both models, a simulation study is presented to evaluate the performance of the maximum likelihood method in the parameters estimation. Finally, colon cancer data are used in the application of the model with a semicompeting risk structure and Brazilian customer churn data in a financial institution are used in the application of the long-term models. |
id |
SCAR_18c6cc100cf0dd24881472fd02f0baff |
---|---|
oai_identifier_str |
oai:repositorio.ufscar.br:ufscar/16629 |
network_acronym_str |
SCAR |
network_name_str |
Repositório Institucional da UFSCAR |
repository_id_str |
4322 |
spelling |
Bedia, Elizbeth ChipaCancho, Vicente Garibayhttp://lattes.cnpq.br/3503233632044163Gallo, Alexsandro Giacomo GrimbertGuzmán, Jorge Luis Bazánhttp://lattes.cnpq.br/4037274656833325http://lattes.cnpq.br/7302778157579178http://lattes.cnpq.br/99703544792097584f371acf-a773-4d31-97e6-9cb09ce4a6c12022-09-19T12:02:19Z2022-09-19T12:02:19Z2022-07-18BEDIA, Elizbeth Chipa. Modelos de sobrevivência bivariados induzidos por fragilidade. 2022. Tese (Doutorado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2022. Disponível em: https://repositorio.ufscar.br/handle/ufscar/16629.https://repositorio.ufscar.br/handle/ufscar/16629Frailty models have been developed to quantify both heterogeneity as well as association in multivariate time-to-event data. The frailty distributions used in many studies include the gamma, inverse Gaussian (IG) or stable positive (SP) distributions. These distributions are usually chosen due to analytical and computational simplicity or due to some attractive property of the model. The choice of the frailty distribution is of fundamental importance in order to arrive at a good description of the dependence structure present in the data. An alternative to the problem of choosing the frailty model would be to choose only one family of frailty distributions and use it as a general model. In this work, we studied bivariate survival data with a semicompetiting risk structure (FINE; JIANG; CHAPPELL, 2001), and long-term bivariate data. In order to incorporate a dependence structure between the times of events, we propose the family of distributions Power variance function (PVF) as a shared frailty model which includes the above mentioned distributions. Data with a semicompeting risk structure arises as a variant of the competing risk structure. In the semicompeting risk framework, usually, two events are considered, namely, a terminal and a non-terminal. The terminal event censors the non-terminal event, but not vice versa. Generally, the two events are correlated. So the dependence between the terminal and non-terminal failure time is incorporated through the PVF shared frailty between the conditional transition rates of the illness-death model (XU; KALBFLEISCH; TAI, 2010), that is equivalent to a semicompeting risks problem. For long-term bivariate data, which are characterized by having a fraction of individuals non-susceptible to the event of interest after a long time, were considered situations in which there are two types of unobservable causes, where each cause is related to occurrence times of an event of interest. To model the dependence between the two times we introduce a PVF frailty variable. For both models, a simulation study is presented to evaluate the performance of the maximum likelihood method in the parameters estimation. Finally, colon cancer data are used in the application of the model with a semicompeting risk structure and Brazilian customer churn data in a financial institution are used in the application of the long-term models.Modelos de fragilidade foram desenvolvidos para quantificar tanto a heterogeneidade quanto a associação em dados multivariados de tempos de eventos. As distribuições de fragilidade utilizadas em muitos estudos incluem as distribuições gama, Inversa Gaussiana (IG), ou a Positiva estável (PE). Estas distribuições geralmente são escolhidos devido à simplicidade analítica e computacional ou por alguma propriedade atrativa do modelo. A escolha da distribuição da fragilidade é de fundamental importância para assim chegar a uma boa descrição da estrutura de dependência presente nos dados. Uma alternativa para o problema da escolha do modelo de fragilidade seria escolher apenas uma família de distribuições de fragilidade e usá-la como modelo geral. Neste trabalho, estudamos dados de sobrevivência bivariados com estrutura de riscos semicompetitivos (FINE; JIANG; CHAPPELL, 2001) e dados bivariados de longa duração. Para incorporar uma estrutura de dependência entre os tempos de eventos propomos a família de distribuições Power variance function (PVF) como modelo de fragilidade compartilhada a qual inclui as distribuições antes mencionadas. Dados com estrutura de riscos semicompetitivos surge como uma variante da estrutura de riscos competitivos. Na estrutura de riscos semicompetitivos, usualmente, dois eventos são considerados, a saber, um terminal e um não terminal. Sendo que, o evento terminal censura o evento não terminal, mas não vice-versa. Geralmente, os dois eventos estão correlacionados. Então a dependência entre o tempo de falha do evento terminal e o não terminal é incorporada através da fragilidade PVF compartilhada entre as taxas de transição condicional do modelo de doença-morte que é equivalente a um problema de riscos semicompetitivos (XU; KALBFLEISCH; TAI, 2010). Para os dados bivariados de longa duração, que caracterizam-se por possuir uma fração de indivíduos não suscetíveis ao evento de interesse após um longo tempo, foram consideradas situações em que existem dois tipos de causas não observáveis, onde cada causa está relacionada com tempos de ocorrência de um evento de interesse. Para modelar a dependência entre os dois tempos introduzimos uma variável de fragilidade PVF. Para ambos os modelos, um estudo de simulação é apresentado para avaliar o desempenho do método de máxima verossimilhança na estimativa de parâmetros. Finalmente, dados de câncer de cólon são usados na aplicação do modelo com estrutura de riscos semicompetitivos e dados de churn de clientes brasileiros em uma instituição financeira são usados na aplicação do modelos de longa duração.Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)CAPES: Código de financiamento 001porUniversidade Federal de São CarlosCâmpus São CarlosPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsUFSCarAttribution-NonCommercial-NoDerivs 3.0 Brazilhttp://creativecommons.org/licenses/by-nc-nd/3.0/br/info:eu-repo/semantics/openAccessModelo de fragilidade compartilhadaRiscos semicompetitivosProcessos de doença - morteModelos de longa duraçãoModelos de fragilidade discretaShared frailty modelSemicompeting risksIllness-death processLong-term modelDiscrete fragility modelsCIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICAModelos de sobrevivência bivariados induzidos por fragilidadeBivariate survival models induced by frailtyinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesis6006001cb0d8cb-f48c-48d8-ab4f-bd428cd640ecreponame:Repositório Institucional da UFSCARinstname:Universidade Federal de São Carlos (UFSCAR)instacron:UFSCARCC-LICENSElicense_rdflicense_rdfapplication/rdf+xml; charset=utf-8811https://repositorio.ufscar.br/bitstream/ufscar/16629/4/license_rdfe39d27027a6cc9cb039ad269a5db8e34MD54ORIGINALTese corregida Elizbeth-UFSCar.pdfTese corregida Elizbeth-UFSCar.pdfTese versão revisada de Elizbethapplication/pdf1990423https://repositorio.ufscar.br/bitstream/ufscar/16629/1/Tese%20corregida%20Elizbeth-UFSCar.pdf956e4a7f5ac3299db8498adb449c2154MD51Carta comprovante PIPGEs-Elizbeth.pdfCarta comprovante PIPGEs-Elizbeth.pdfCarta comprovante em formato PDFapplication/pdf90593https://repositorio.ufscar.br/bitstream/ufscar/16629/3/Carta%20comprovante%20PIPGEs-Elizbeth.pdf95c34542bc24f5f3b39ba714acd17001MD53TEXTTese corregida Elizbeth-UFSCar.pdf.txtTese corregida Elizbeth-UFSCar.pdf.txtExtracted texttext/plain219351https://repositorio.ufscar.br/bitstream/ufscar/16629/5/Tese%20corregida%20Elizbeth-UFSCar.pdf.txt04dedbfd9dd92f6e348c7755ffacec03MD55Carta comprovante PIPGEs-Elizbeth.pdf.txtCarta comprovante PIPGEs-Elizbeth.pdf.txtExtracted texttext/plain1184https://repositorio.ufscar.br/bitstream/ufscar/16629/7/Carta%20comprovante%20PIPGEs-Elizbeth.pdf.txt3ec15d49b1e40fefa9454c4c462770d2MD57THUMBNAILTese corregida Elizbeth-UFSCar.pdf.jpgTese corregida Elizbeth-UFSCar.pdf.jpgIM Thumbnailimage/jpeg7737https://repositorio.ufscar.br/bitstream/ufscar/16629/6/Tese%20corregida%20Elizbeth-UFSCar.pdf.jpga493ac1ffd7c72b2b2aef218d36d6d56MD56Carta comprovante PIPGEs-Elizbeth.pdf.jpgCarta comprovante PIPGEs-Elizbeth.pdf.jpgIM Thumbnailimage/jpeg8618https://repositorio.ufscar.br/bitstream/ufscar/16629/8/Carta%20comprovante%20PIPGEs-Elizbeth.pdf.jpgeee764aca2e1013778cd8b2073f60aadMD58ufscar/166292023-09-18 18:32:20.617oai:repositorio.ufscar.br:ufscar/16629Repositório InstitucionalPUBhttps://repositorio.ufscar.br/oai/requestopendoar:43222023-09-18T18:32:20Repositório Institucional da UFSCAR - Universidade Federal de São Carlos (UFSCAR)false |
dc.title.por.fl_str_mv |
Modelos de sobrevivência bivariados induzidos por fragilidade |
dc.title.alternative.eng.fl_str_mv |
Bivariate survival models induced by frailty |
title |
Modelos de sobrevivência bivariados induzidos por fragilidade |
spellingShingle |
Modelos de sobrevivência bivariados induzidos por fragilidade Bedia, Elizbeth Chipa Modelo de fragilidade compartilhada Riscos semicompetitivos Processos de doença - morte Modelos de longa duração Modelos de fragilidade discreta Shared frailty model Semicompeting risks Illness-death process Long-term model Discrete fragility models CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA |
title_short |
Modelos de sobrevivência bivariados induzidos por fragilidade |
title_full |
Modelos de sobrevivência bivariados induzidos por fragilidade |
title_fullStr |
Modelos de sobrevivência bivariados induzidos por fragilidade |
title_full_unstemmed |
Modelos de sobrevivência bivariados induzidos por fragilidade |
title_sort |
Modelos de sobrevivência bivariados induzidos por fragilidade |
author |
Bedia, Elizbeth Chipa |
author_facet |
Bedia, Elizbeth Chipa |
author_role |
author |
dc.contributor.authorlattes.por.fl_str_mv |
http://lattes.cnpq.br/9970354479209758 |
dc.contributor.author.fl_str_mv |
Bedia, Elizbeth Chipa |
dc.contributor.advisor1.fl_str_mv |
Cancho, Vicente Garibay |
dc.contributor.advisor1Lattes.fl_str_mv |
http://lattes.cnpq.br/3503233632044163 |
dc.contributor.advisor-co1.fl_str_mv |
Gallo, Alexsandro Giacomo Grimbert Guzmán, Jorge Luis Bazán |
dc.contributor.advisor-co1Lattes.fl_str_mv |
http://lattes.cnpq.br/4037274656833325 http://lattes.cnpq.br/7302778157579178 |
dc.contributor.authorID.fl_str_mv |
4f371acf-a773-4d31-97e6-9cb09ce4a6c1 |
contributor_str_mv |
Cancho, Vicente Garibay Gallo, Alexsandro Giacomo Grimbert Guzmán, Jorge Luis Bazán |
dc.subject.por.fl_str_mv |
Modelo de fragilidade compartilhada Riscos semicompetitivos Processos de doença - morte Modelos de longa duração Modelos de fragilidade discreta |
topic |
Modelo de fragilidade compartilhada Riscos semicompetitivos Processos de doença - morte Modelos de longa duração Modelos de fragilidade discreta Shared frailty model Semicompeting risks Illness-death process Long-term model Discrete fragility models CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA |
dc.subject.eng.fl_str_mv |
Shared frailty model Semicompeting risks Illness-death process Long-term model Discrete fragility models |
dc.subject.cnpq.fl_str_mv |
CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA |
description |
Frailty models have been developed to quantify both heterogeneity as well as association in multivariate time-to-event data. The frailty distributions used in many studies include the gamma, inverse Gaussian (IG) or stable positive (SP) distributions. These distributions are usually chosen due to analytical and computational simplicity or due to some attractive property of the model. The choice of the frailty distribution is of fundamental importance in order to arrive at a good description of the dependence structure present in the data. An alternative to the problem of choosing the frailty model would be to choose only one family of frailty distributions and use it as a general model. In this work, we studied bivariate survival data with a semicompetiting risk structure (FINE; JIANG; CHAPPELL, 2001), and long-term bivariate data. In order to incorporate a dependence structure between the times of events, we propose the family of distributions Power variance function (PVF) as a shared frailty model which includes the above mentioned distributions. Data with a semicompeting risk structure arises as a variant of the competing risk structure. In the semicompeting risk framework, usually, two events are considered, namely, a terminal and a non-terminal. The terminal event censors the non-terminal event, but not vice versa. Generally, the two events are correlated. So the dependence between the terminal and non-terminal failure time is incorporated through the PVF shared frailty between the conditional transition rates of the illness-death model (XU; KALBFLEISCH; TAI, 2010), that is equivalent to a semicompeting risks problem. For long-term bivariate data, which are characterized by having a fraction of individuals non-susceptible to the event of interest after a long time, were considered situations in which there are two types of unobservable causes, where each cause is related to occurrence times of an event of interest. To model the dependence between the two times we introduce a PVF frailty variable. For both models, a simulation study is presented to evaluate the performance of the maximum likelihood method in the parameters estimation. Finally, colon cancer data are used in the application of the model with a semicompeting risk structure and Brazilian customer churn data in a financial institution are used in the application of the long-term models. |
publishDate |
2022 |
dc.date.accessioned.fl_str_mv |
2022-09-19T12:02:19Z |
dc.date.available.fl_str_mv |
2022-09-19T12:02:19Z |
dc.date.issued.fl_str_mv |
2022-07-18 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/doctoralThesis |
format |
doctoralThesis |
status_str |
publishedVersion |
dc.identifier.citation.fl_str_mv |
BEDIA, Elizbeth Chipa. Modelos de sobrevivência bivariados induzidos por fragilidade. 2022. Tese (Doutorado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2022. Disponível em: https://repositorio.ufscar.br/handle/ufscar/16629. |
dc.identifier.uri.fl_str_mv |
https://repositorio.ufscar.br/handle/ufscar/16629 |
identifier_str_mv |
BEDIA, Elizbeth Chipa. Modelos de sobrevivência bivariados induzidos por fragilidade. 2022. Tese (Doutorado em Estatística) – Universidade Federal de São Carlos, São Carlos, 2022. Disponível em: https://repositorio.ufscar.br/handle/ufscar/16629. |
url |
https://repositorio.ufscar.br/handle/ufscar/16629 |
dc.language.iso.fl_str_mv |
por |
language |
por |
dc.relation.confidence.fl_str_mv |
600 600 |
dc.relation.authority.fl_str_mv |
1cb0d8cb-f48c-48d8-ab4f-bd428cd640ec |
dc.rights.driver.fl_str_mv |
Attribution-NonCommercial-NoDerivs 3.0 Brazil http://creativecommons.org/licenses/by-nc-nd/3.0/br/ info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
Attribution-NonCommercial-NoDerivs 3.0 Brazil http://creativecommons.org/licenses/by-nc-nd/3.0/br/ |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
Universidade Federal de São Carlos Câmpus São Carlos |
dc.publisher.program.fl_str_mv |
Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs |
dc.publisher.initials.fl_str_mv |
UFSCar |
publisher.none.fl_str_mv |
Universidade Federal de São Carlos Câmpus São Carlos |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional da UFSCAR instname:Universidade Federal de São Carlos (UFSCAR) instacron:UFSCAR |
instname_str |
Universidade Federal de São Carlos (UFSCAR) |
instacron_str |
UFSCAR |
institution |
UFSCAR |
reponame_str |
Repositório Institucional da UFSCAR |
collection |
Repositório Institucional da UFSCAR |
bitstream.url.fl_str_mv |
https://repositorio.ufscar.br/bitstream/ufscar/16629/4/license_rdf https://repositorio.ufscar.br/bitstream/ufscar/16629/1/Tese%20corregida%20Elizbeth-UFSCar.pdf https://repositorio.ufscar.br/bitstream/ufscar/16629/3/Carta%20comprovante%20PIPGEs-Elizbeth.pdf https://repositorio.ufscar.br/bitstream/ufscar/16629/5/Tese%20corregida%20Elizbeth-UFSCar.pdf.txt https://repositorio.ufscar.br/bitstream/ufscar/16629/7/Carta%20comprovante%20PIPGEs-Elizbeth.pdf.txt https://repositorio.ufscar.br/bitstream/ufscar/16629/6/Tese%20corregida%20Elizbeth-UFSCar.pdf.jpg https://repositorio.ufscar.br/bitstream/ufscar/16629/8/Carta%20comprovante%20PIPGEs-Elizbeth.pdf.jpg |
bitstream.checksum.fl_str_mv |
e39d27027a6cc9cb039ad269a5db8e34 956e4a7f5ac3299db8498adb449c2154 95c34542bc24f5f3b39ba714acd17001 04dedbfd9dd92f6e348c7755ffacec03 3ec15d49b1e40fefa9454c4c462770d2 a493ac1ffd7c72b2b2aef218d36d6d56 eee764aca2e1013778cd8b2073f60aad |
bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 MD5 MD5 MD5 MD5 MD5 |
repository.name.fl_str_mv |
Repositório Institucional da UFSCAR - Universidade Federal de São Carlos (UFSCAR) |
repository.mail.fl_str_mv |
|
_version_ |
1813715652334059520 |