Composite likelihood and two-stage estimation in family studies

Elisabeth Wreford Andersen

Research output: Contribution to journalJournal articleResearchpeer-review

Abstract

In this paper register based family studies provide the motivation for linking a two-stage estimation
procedure in copula models for multivariate failure time data with a composite likelihood approach.
The asymptotic properties of the estimators in both parametric and semi-parametric models are derived,
combining the approaches of Parner (2001) and Andersen (2003). The method is mainly studied when the
families consist of groups of exchangeable members (e.g. siblings) or members at different levels (e.g.
parents and children). The advantages of the proposed method are especially clear in this last case where
very flexible modelling is possible. The suggested method is also studied in simulations and found to be
efficient compared to maximum likelihood. Finally, the suggested method is applied to a family study of
deep venous thromboembolism where it is seen that the association between ages at onset is larger for
siblings than for parents or for parents and siblings.
Original languageEnglish
JournalBiostatistics
Volume5
Issue number1
Pages (from-to)15-30
Number of pages16
ISSN1465-4644
DOIs
Publication statusPublished - 2004
Externally publishedYes

Keywords

  • All possible pairs
  • Composite likelihood
  • Copula
  • Family studies
  • Optimal weights
  • Two-stage estimation

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