Time-varying coefficients in a multivariate frailty model: application to breast cancer recurrences of several types and death.

*(English)*Zbl 1356.62215Summary: During their follow-up, patients with cancer can experience several types of recurrent events and can also die. Over the last decades, several joint models have been proposed to deal with recurrent events with dependent terminal event. Most of them require the proportional hazard assumption. In the case of long follow-up, this assumption could be violated. We propose a joint frailty model for two types of recurrent events and a dependent terminal event to account for potential dependencies between events with potentially time-varying coefficients. For that, regression splines are used to model the time-varying coefficients. Baseline hazard functions (BHF) are estimated with piecewise constant functions or with cubic M-Splines functions. The maximum likelihood estimation method provides parameter estimates. Likelihood ratio tests are performed to test the time dependency and the statistical association of the covariates. This model was driven by breast cancer data where the maximum follow-up was close to 20 years.

##### MSC:

62P10 | Applications of statistics to biology and medical sciences; meta analysis |

62N02 | Estimation in survival analysis and censored data |

62G08 | Nonparametric regression and quantile regression |

##### Software:

frailtypack
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\textit{Y. Mazroui} et al., Lifetime Data Anal. 22, No. 2, 191--215 (2016; Zbl 1356.62215)

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