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

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Publication:3434089

DOI10.1093/BIOMET/93.3.735zbMATH Open1109.62085arXivmath/0505387OpenAlexW2568457248MaRDI QIDQ3434089FDOQ3434089


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Publication date: 23 April 2007

Published in: Biometrika (Search for Journal in Brave)

Abstract: 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.


Full work available at URL: https://arxiv.org/abs/math/0505387




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