Hierarchical likelihood approach for frailty models

被引:79
|
作者
Ha, ID [1 ]
Lee, Y
Song, JK
机构
[1] Kyungsan Univ, Dept Stat, Kyungsan 712240, South Korea
[2] Seoul Natl Univ, Dept Stat, Seoul 151742, South Korea
[3] Kyungpook Natl Univ, Dept Stat, Taegu 702701, South Korea
关键词
frailty model; hierarchical likelihood; marginal likelihood; multivariate survival data; profile likelihood; restricted maximum likelihood;
D O I
10.1093/biomet/88.1.233
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
Systematic likelihood inference for frailty models is possible using Lee & Nelder's (1996) hierarchical likelihood. We develop an inferential method for frailty models via hierarchical likelihood, which gives a simple unified framework and a numerically efficient algorithm. Simulations and practical examples are presented to illustrate the new method.
引用
收藏
页码:233 / 243
页数:11
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