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Improving marginal hazard ratio estimation using quadratic inference functions

Author

Listed:
  • Hongkai Liang

    (Dalian University of Technology)

  • Xiaoguang Wang

    (Dalian University of Technology)

  • Yingwei Peng

    (Queen’s University
    Queen’s University
    Queen’s Cancer Research Institute)

  • Yi Niu

    (Dalian University of Technology)

Abstract

Clustered and multivariate failure time data are commonly encountered in biomedical studies and a marginal regression approach is often employed to identify the potential risk factors of a failure. We consider a semiparametric marginal Cox proportional hazards model for right-censored survival data with potential correlation. We propose to use a quadratic inference function method based on the generalized method of moments to obtain the optimal hazard ratio estimators. The inverse of the working correlation matrix is represented by the linear combination of basis matrices in the context of the estimating equation. We investigate the asymptotic properties of the regression estimators from the proposed method. The optimality of the hazard ratio estimators is discussed. Our simulation study shows that the estimator from the quadratic inference approach is more efficient than those from existing estimating equation methods whether the working correlation structure is correctly specified or not. Finally, we apply the model and the proposed estimation method to analyze a study of tooth loss and have uncovered new insights that were previously inaccessible using existing methods.

Suggested Citation

  • Hongkai Liang & Xiaoguang Wang & Yingwei Peng & Yi Niu, 2023. "Improving marginal hazard ratio estimation using quadratic inference functions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(4), pages 823-853, October.
    • Handle: RePEc:spr:lifeda:v:29:y:2023:i:4:d:10.1007_s10985-023-09598-4
    DOI: 10.1007/s10985-023-09598-4
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    References listed on IDEAS

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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Niu, Yi & Peng, Yingwei, 2015. "A new estimating equation approach for marginal hazard ratio estimation," Computational Statistics & Data Analysis, Elsevier, vol. 87(C), pages 46-56.
    3. Feifei Yan & Lin Zhu & Yanyan Liu & Jianwen Cai & Haibo Zhou, 2021. "Semiparametric regression based on quadratic inference function for multivariate failure time data with auxiliary information," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(2), pages 269-299, April.
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