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Estimation for recurrent events through conditional estimating equations

2021/09/08 by Ioana Schiopu‐Kratina, Schiopu-Kratina, Ioana, Haiyan Liu +5
Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.2109.03932

openalex publication_date 2021/09/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is expressed through regression-like and overdispersion parameters, estimated via conditional estimating equations. The mean and variance of the length of each gap time, conditioned on the observed history of prior events and other covariates, are known functions of parameters and covariates. Under certain conditions on censoring, we construct normalized estimating functions that are asymptotically unbiased and contain only observed data. We discuss the existence, consistency and asymptotic normality of a sequence of estimators of the parameters, which are roots of these estimating equations. Simulations suggest that our estimators could be used successfully with a relatively small sample size in a study of short duration.

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