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
来源：
BIOMETRIKA | 2001年 / 88卷 / 01期
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
相关论文
共 50 条
  • [11] Profile likelihood approaches for semiparametric copula and frailty models for clustered survival data
    Ha, Il Do
    Kim, Jong-Min
    Emura, Takeshi
    JOURNAL OF APPLIED STATISTICS, 2019, 46 (14) : 2553 - 2571
  • [12] Hierarchical generalized linear models
    Lee, Y
    Nelder, JA
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1996, 58 (04): : 619 - 656
  • [13] frailtyHL: A Package for Fitting Frailty Models with H-likelihood
    Ha, Il Do
    Noh, Maengseok
    Lee, Youngjo
    R JOURNAL, 2012, 4 (02): : 28 - 37
  • [14] Estimation and variable selection via frailty models with penalized likelihood
    Androulakis, E.
    Koukouvinos, C.
    Vonta, F.
    STATISTICS IN MEDICINE, 2012, 31 (20) : 2223 - 2239
  • [15] Hierarchical generalized linear models and frailty models with Bayesian nonparametric mixing
    Walker, SG
    Mallick, BK
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1997, 59 (04): : 845 - 860
  • [16] Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data
    Jeon, Jihyoun
    Hsu, Li
    Gorfine, Malka
    BIOSTATISTICS, 2012, 13 (03) : 384 - 397
  • [17] Hierarchical likelihood approach to non-Gaussian factor analysis
    Noh, Maengseok
    Lee, Youngjo
    Oud, Johan H. L.
    Toharudin, Toni
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2019, 89 (09) : 1555 - 1573
  • [18] A conditional likelihood approach to residual maximum likelihood estimation in generalized linear models
    Smyth, GK
    Verbyla, AP
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1996, 58 (03): : 565 - 572
  • [19] Estimation for frailty measurement error Cox models based on profile likelihood and Bayes methods
    Zhang, Caiya
    Gu, Xiaolu
    Chen, Yingyu
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021, 50 (04) : 1005 - 1018
  • [20] Using hierarchical likelihood for missing data problems
    Yun, Sung-Cheol
    Lee, Youngjo
    Kenward, Michael G.
    BIOMETRIKA, 2007, 94 (04) : 905 - 919
12345