Prospective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach

Details Prospective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach Prospective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach

2005-05-18

arxiv.org/abs/math/0505387v1

Mathematics

Statistics Theory

35 pages

Scientific paper

In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and the dependence parameter is given, including consistent variance estimators. In a simulation study under the widely used gamma frailty model, our proposed approach was found to have essentially the same efficiency as the EM-based estimator considered by other authors, with negligible difference between the standard errors of the two estimators. The proposed approach, however, provides a framework capable of handling general frailty distributions with finite moments and yields an explicit consistent variance estimator.

Affiliated with

Also associated with

No associations

Rating

Prospective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Prospective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Prospective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-710299