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

页码：233 / 243

页数：11

共 50 条

[31] Model selection for multi-component frailty models
Do Ha, Il
Lee, Youngjo
MacKenzie, Gilbert
STATISTICS IN MEDICINE, 2007, 26 (26) : 4790 - 4807
[32] Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models
Wood, Simon N.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2011, 73 : 3 - 36
[33] Robust variance estimators for fixed-effect estimates with hierarchical-likelihood
Youngjo Lee
Statistics and Computing, 2002, 12 : 201 - 207
[34] Robust variance estimators for fixed-effect estimates with hierarchical-likelihood
Lee, Y
STATISTICS AND COMPUTING, 2002, 12 (03) : 201 - 207
[35] Frailty models with missing covariates
Herring, AH
Ibrahim, JG
Lipsitz, SR
BIOMETRICS, 2002, 58 (01) : 98 - 109
[36] Information criteria for Firth's penalized partial likelihood approach in Cox regression models
Nagashima, Kengo
Sato, Yasunori
STATISTICS IN MEDICINE, 2017, 36 (21) : 3422 - 3436
[37] Semiparametric inference in mixture models with predictive recursion marginal likelihood
Martin, Ryan
Tokdar, Surya T.
BIOMETRIKA, 2011, 98 (03) : 567 - 582
[38] Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.
Koopman, Siem Jan
de Vos, Aart F.
JOURNAL OF TIME SERIES ANALYSIS, 2010, 31 (06) : 407 - 414
[39] Prediction interval for disease mapping using hierarchical likelihood
Lee, Youngjo
Jang, Myoungjin
Lee, Woojoo
COMPUTATIONAL STATISTICS, 2011, 26 (01) : 159 - 179
[40] Hierarchical likelihood inference on clustered competing risks data
Christian, Nicholas J.
Ha, Il Do
Jeong, Jong-Hyeon
STATISTICS IN MEDICINE, 2016, 35 (02) : 251 - 267

← 1 2 3 4 5 →