title: A copula model for marked point processes.
abstract: Many chronic diseases feature recurring clinically important events. In addition, however, there often exists a random variable which is realized upon the occurrence of each event reflecting the severity of the event, a cost associated with it, or possibly a short term response indicating the effect of a therapeutic intervention. We describe a novel model for a marked point process which incorporates a dependence between continuous marks and the event process through the use of a copula function. The copula formulation ensures that event times can be modeled by any intensity function for point processes, and any multivariate model can be specified for the continuous marks. The relative efficiency of joint versus separate analyses of the event times and the marks is examined through simulation under random censoring. An application to data from a recent trial in transfusion medicine is given for illustration.
authors: Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON, N2L 3G1, Canada, l2diao@uwaterloo.ca.
authors: Liqun
authors: L
authors: Diao
authors: Richard J
authors: RJ
authors: Cook
authors: Ker-Ai
authors: KA
authors: Lee
mesh_terms: D056808:Biostatistics; D002908:Chronic Disease; D003198:Computer Simulation; D006801:Humans; D008390:Markov Chains; D015233:Models, Statistical; D015999:Multivariate Analysis; D017713:Platelet Transfusion; D016032:Randomized Controlled Trials as Topic / Q000706:statistics & numerical data; D012008:Recurrence; D013921:Thrombocytopenia / Q000097:blood / Q000628:therapy
references: Cephalalgia. 2000 Jul;20(6):588-96
references: 11075844
references: Lancet. 1990 Dec 8;336(8728):1391-6
references: 1978871
references: Biometrics. 2004 Jun;60(2):471-81
references: 15180673
references: Arthritis Rheum. 1991 Aug;34(8):937-44
references: 1859487
references: Biom J. 2011 Sep;53(5):779-96
references: 21887793
references: Biometrics. 2006 Mar;62(1):36-48
references: 16542227
references: Arch Dis Child. 2003 Jun;88(6):503-9
references: 12765916
references: Transfusion. 1999 Jun;39(6):586-92
references: 10378838
references: Biometrics. 1995 Dec;51(4):1384-99
references: 8589230
references: Transplantation. 1994 Jan;57(1):60-7
references: 8291115
references: Biometrics. 2006 Mar;62(1):126-34
references: 16542238
references: Lifetime Data Anal. 2011 Jul;17(3):386-408
references: 21279545