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Dependence modeling in Ghent University

Klara Goethals (UGent)
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Abstract
Dependence in survival analysis is most frequently modeled by the frailty model or the copula model. In collaboration with the other research groups a number of new results in the research on frailty models and copula models have been published. In this talk we will briefly discuss the development of a shared gamma frailty model that handles data that are simultaneously clustered and interval-censored. In the model frailties can be integrated out analytically and the marginal likelihood can be maximized to obtain parameter estimates. For the remaining time focus will be on a claim often stated in the literature, namely the equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model. In both models, there is indeed a well-known equivalence between the copula functions; the modeling of the marginal survival functions, however, is quite different. The latter fact leads to different joint survival functions.

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Chicago
Goethals, Klara. 2010. “Dependence Modeling in Ghent University.” In IAP Workshop 4, Abstracts. Interuniversity Attraction Pole on Statistics (IAP/P6/03).
APA
Goethals, Klara. (2010). Dependence modeling in Ghent University. IAP Workshop 4, Abstracts. Presented at the IAP Workshop 4 : Cross-fertilization within the IAP network, Interuniversity Attraction Pole on Statistics (IAP/P6/03).
Vancouver
1.
Goethals K. Dependence modeling in Ghent University. IAP Workshop 4, Abstracts. Interuniversity Attraction Pole on Statistics (IAP/P6/03); 2010.
MLA
Goethals, Klara. “Dependence Modeling in Ghent University.” IAP Workshop 4, Abstracts. Interuniversity Attraction Pole on Statistics (IAP/P6/03), 2010. Print.
@inproceedings{1218519,
  abstract     = {Dependence in survival analysis is most frequently modeled by the frailty model or the copula model. In collaboration with the other research groups a number of new results in the research on frailty models and copula models have been published.
In this talk we will briefly discuss the development of a shared gamma frailty model that handles data that are simultaneously clustered and interval-censored. In the model frailties can be integrated out analytically and the marginal likelihood can be maximized to obtain parameter estimates. For the remaining time focus will be on a claim often stated in the literature, namely the equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model. In both models, there is indeed a well-known equivalence between the copula functions; the modeling of the marginal survival functions, however, is quite different. The latter fact leads to different joint survival functions.},
  author       = {Goethals, Klara},
  booktitle    = {IAP Workshop 4, Abstracts},
  language     = {eng},
  location     = {Leuven, Belgium},
  publisher    = {Interuniversity Attraction Pole on Statistics (IAP/P6/03)},
  title        = {Dependence modeling in Ghent University},
  year         = {2010},
}