A simple estimator for a shared frailty regression model

• 成果类型: Article
• 署名作者: Fine, JP; Glidden, DV; Lee, KE
• 署名单位: University of Wisconsin System; University of Wisconsin Madison; University of California System; University of California San Francisco
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/1467-9868.00388
• 发表日期: 2003
• 页码: 317-329
• 关键词: maximum-likelihood; cox model; Semiparametric Inference; asymptotic properties; survival; association; RISK; checking; aggregation; RESIDUALS

摘要

We propose a simple estimation procedure for a proportional hazards frailty regression model for clustered survival data in which the dependence is generated by a positive stable distribution. Inferences for the frailty parameter can be obtained by using output from Cox regression analyses. The computational burden is substantially less than that of the other approaches to estimation. The large sample behaviour of the estimator is studied and simulations show that the approximations are appropriate for use with realistic sample sizes. The methods are motivated by studies of familial associations in the natural history of diseases. Their practical utility is illustrated with sib pair data from Beaver Dam, Wisconsin.