首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Approximate variance formulas and asymptotic joint sampling distributions of standardized risk ratios in the presence of competing risks in cohort studies
Authors:B Raja Rao  Gary M Marsh
Institution:Department of Biostatistics , Graduate School of Public Health University of Pittsburgh , Pittsburgh, PA, 15261
Abstract:The present paper is concerned with some results in cohort studies, in which the individuals in two study population are exposed simultaneously to several risks of death, which compete for their lives.

The morality experience of individuals in the two study populations is compared with respect to the morality experience of individuals in a well-defined and fixed population called the standard population.

Under some reasonable assumptions, not only simple variance formulas are-developed for the standardized risk ratio statistics (SRcirc]Ri) but also their joint asymptotic sampling distribution. It is demonstrated that these SRcirc;Ri's have asymptotically a multivariate normal distribtion corresponding to any given number of competing risks of death, These results are utilized to construct Scheffé-type and Sidak-type simultaneous confidence intervals for the SRRi parameters which hold regardless of any covariance structure among the competing risks of death. The corresponding results for the cause-specific SMR and the externally standardized risk ratio parameters follow as special cases.

The present paper generalizes the available results in the literature in two directions, namely, to obtain simple variance formulas for the SRcirc]Ri, statistics and to treat the situation in the presence of competing risks to which individuals in a study are simultaneously exposed.

An empirical evaluation of these results is discussed in the last section utilizing some real cohort data from two recent occupational epidemiologic cohort studies.
Keywords:standardized risk and rate ratios  cause specific death rates  competing risk factors
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号