Comparison of hierarchical likelihood versus orthodox best linear unbiased predictor approaches for frailty models
成果类型：
Article
署名作者：
Ha, ID; Lee, Y
署名单位：
Daegu Haany University; Seoul National University (SNU)
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/92.3.717
发表日期：
2005
页码：
717723
关键词：
摘要：
Hierarchical likelihood provides a statistically efficient procedure for frailty models. Recently, a method using the computationally attractive orthodox best linear unbiased predictor has been proposed; this uses Pearson-type estimation. We compare both approaches and discuss their relative merits. With semiparametric frailty models difficulties can arise for the orthodox method, if the number of nuisance parameters increases with the sample size. This difficulty is avoided by the use of the hierarchical-likelihood method.
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