Pseudo full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: asymptotic theory

Details Pseudo full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: asymptotic theory Pseudo full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: asymptotic theory

2006-02-12

arxiv.org/abs/math/0602253v1

Mathematics

Statistics Theory

Scientific paper

In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and the dependence parameter, including consistent variance estimators.

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