Inference in mixed proportional hazard models with K random effects

DOI10.1007/S00362-007-0087-YzbMATH Open1312.62043OpenAlexW3123198705MaRDI QIDQ841002FDOQ841002

Guillaume Horny

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0087-y

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zbMATH Keywords

EM algorithmpenalized likelihoodpartial likelihoodduration analysisfrailties

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Censored data models (62N01)

Cites Work

• ASYMPTOTIC AND SMALL SAMPLE STATISTICAL PROPERTIES OF RANDOM FRAILTY VARIANCE ESTIMATES FOR SHARED GAMMA FRAILTY MODELS
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• Random group effects and the precision of regression estimates
• Multivariate Generalizations of the Proportional Hazards Model
• Age at First Marriage in Malawi: A Bayesian Multilevel Analysis Using a Discrete Time-to-Event Model
• A Nested Frailty Model for Survival Data, With an Application to the Study of Child Survival in Northeast Brazil
• Nonparametric maximum likelihood estimation of probability densities by penalty function methods
• Maximum penalized likelihood estimation in a Gamma-frailty model
• Multilevel Models for Survival Analysis with Random Effects
• Bivariate frailty model for the analysis of multivariate survival time
• A hybrid ML-EM algorithm for calculation of maximum likelihood estimates in semiparametric shared frailty models.
• Parametric and Semiparametric Conditional Shared Gamma Frailty Models with Events Before Study Entry
• Estimation in Semiparametric Marginal Shared Gamma Frailty Models
• Estimation in semiparametric conditional shared frailty models with events before study entry

Cited In (4)

• On the random effects Cox model with time-varying regression parameter
• The distribution of unobserved heterogeneity in competing risks models
• Stochastic properties of a weighted frailty model
• Parametric regression models using reversed hazard rates

Uses Software

• R
• spgam1

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