Flexible parametric copula modeling approaches for clustered survival data

Sookhee Kwon, Il Do Ha*, Jia Han Shih, Takeshi Emura

*Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

7 Scopus citations


Copula-based survival regression models, which consist of a copula function and marginal distribution (i.e., marginal survival function), have been widely used for analyzing clustered multivariate survival data. Archimedean copula functions are useful for modeling such dependence. For the likelihood inference, one-stage and two-stage estimation methods have been usually used. The two-stage procedure can give inefficient estimation results because of separate estimation of the marginal and copula's dependence parameters. The more efficient one-stage procedure has been mainly developed under a restrictive parametric assumption of marginal distribution due to complexity of the full likelihood with unknown marginal baseline hazard functions. In this paper, we propose a flexible parametric Archimedean copula modeling approach using a one-stage likelihood procedure. In order to reduce the complexity of the full likelihood, the unknown marginal baseline hazards are modeled based on a cubic M-spline basis function that does not require a specific parametric form. Simulation results demonstrate that the proposed one-stage estimation method gives a consistent estimator and also provides more efficient results over existing one- and two-stage methods. The new method is illustrated with three clinical data sets. The Appendix provides an R function so that the proposed method becomes directly accessible to interested readers.

Original languageEnglish
Pages (from-to)69-88
Number of pages20
JournalPharmaceutical Statistics
Issue number1
StatePublished - 01 01 2022
Externally publishedYes

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© 2021 John Wiley & Sons Ltd.


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