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

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dc.creatorGorfine, Malka
dc.creatorZucker, David M.
dc.creatorHsu, Li
dc.date2005-05-18
dc.date.accessioned2026-07-07T08:06:54Z
dc.date.available2026-07-07T08:06:54Z
dc.descriptionIn 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.
dc.description35 pages
dc.identifierhttps://arxiv.org/abs/math/0505387
dc.identifierhttp://arxiv.org/abs/math/0505387
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130768
dc.subjectStatistics Theory
dc.subject62N99
dc.titleProspective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach
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