Density ratio model for multiple types of survival data with empirical likelihood

James Hugh McVittie, Archer Gong Zhang

(The two authors make equal contributions.)

Abstract: The density ratio model (DRM) is a semiparametric model that relates the distributions from multiple samples to a nonparametrically defined reference distribution via exponential tilting, with finite-dimensional parameters governing their differences in shape. When multiple types of partially observed (censored/truncated) failure time data are collected in an observational study, the DRM can be utilized to conduct a single unified analysis of the combined data. In this paper, we extend the methodology for censored length-biased/truncated data to the DRM framework and formulate the inference using empirical likelihood. We develop an EM algorithm to compute the DRM-based maximum empirical likelihood estimators of the model parameters and survival function, and assess its performance through extensive simulations under correct model specification, overspecification, and misspecification, across a range of failure-time distributions and censoring proportions. We also illustrate the efficacy of our method by analyzing the duration of time spent from admission to discharge in a Montreal-area hospital in Canada. The R code that implements our method is available on GitHub at DRM-combined-survival.

R code DRM-combined-survival