ASYMPTOTIC THEORY FOR THE FRAILTY MODEL

• 成果类型: Article
• 署名作者: MURPHY, SA
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176324462
• 发表日期: 1995
• 页码: 182-198
• 关键词: heterogeneity; mortality; IMPACT

摘要

The frailty model is a generalization of Cox's proportional hazards model which includes a random effect. Nielsen, Gill, Andersen and Sorensen (1992) proposed an EM algorithm to estimate the cumulative baseline hazard and the variance of the random effect. Here the asymptotic distribution of the estimators is given along with a consistent estimator of the asymptotic variance.