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Regression Analysis of Additive Hazards Model With Latent Variables

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  • Deng Pan
  • Haijin He
  • Xinyuan Song
  • Liuquan Sun

Abstract

We propose an additive hazards model with latent variables to investigate the observed and latent risk factors of the failure time of interest. Each latent risk factor is characterized by correlated observed variables through a confirmatory factor analysis model. We develop a hybrid procedure that combines the expectation-maximization (EM) algorithm and the borrow-strength estimation approach to estimate the model parameters. We establish the consistency and asymptotic normality of the parameter estimators. Various nice features, including finite sample performance of the proposed methodology, are demonstrated by simulation studies. Our model is applied to a study concerning the risk factors of chronic kidney disease for Type 2 diabetic patients. Supplementary materials for this article are available online.

Suggested Citation

  • Deng Pan & Haijin He & Xinyuan Song & Liuquan Sun, 2015. "Regression Analysis of Additive Hazards Model With Latent Variables," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1148-1159, September.
    • Handle: RePEc:taf:jnlasa:v:110:y:2015:i:511:p:1148-1159
    DOI: 10.1080/01621459.2014.950083
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    Citations

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    Cited by:

    1. Song, Zefang & Song, Xinyuan & Li, Yuan, 2023. "Bayesian Analysis of ARCH-M model with a dynamic latent variable," Econometrics and Statistics, Elsevier, vol. 28(C), pages 47-62.
    2. Chunjie Wang & Bo Zhao & Linlin Luo & Xinyuan Song, 2021. "Regression analysis of current status data with latent variables," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(3), pages 413-436, July.
    3. Zemin Zheng & Jinchi Lv & Wei Lin, 2021. "Nonsparse Learning with Latent Variables," Operations Research, INFORMS, vol. 69(1), pages 346-359, January.
    4. Yang, Qi & He, Haijin & Lu, Bin & Song, Xinyuan, 2022. "Mixture additive hazards cure model with latent variables: Application to corporate default data," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
    5. Congran Yu & Wenwen Guo & Xinyuan Song & Hengjian Cui, 2023. "Feature screening with latent responses," Biometrics, The International Biometric Society, vol. 79(2), pages 878-890, June.
    6. Feng, Xiangnan & Lu, Bin & Song, Xinyuan & Ma, Shuang, 2019. "Financial literacy and household finances: A Bayesian two-part latent variable modeling approach," Journal of Empirical Finance, Elsevier, vol. 51(C), pages 119-137.
    7. Kang, Kai & Song, Xinyuan, 2022. "Consistent estimation of a joint model for multivariate longitudinal and survival data with latent variables," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    8. Ming Ouyang & Xinyuan Song, 2020. "Bayesian Local Influence of Generalized Failure Time Models with Latent Variables and Multivariate Censored Data," Journal of Classification, Springer;The Classification Society, vol. 37(2), pages 298-316, July.
    9. Zhongwen Zhang & Xiaoguang Wang & Yingwei Peng, 2022. "An additive hazards frailty model with semi-varying coefficients," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(1), pages 116-138, January.

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