A serially correlated gamma frailty model for longitudinal count data

• 成果类型: Article
• 署名作者: Henderson, R; Shimakura, S
• 署名单位: Lancaster University; Universidade Federal do Parana
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/90.2.355
• 发表日期: 2003
• 页码: 355366
• 关键词: time-series; infinite-divisibility; distributions; likelihood

摘要

A Poisson-gamma model is introduced to account for between-subjects heterogeneity and within-subjects serial correlation occurring in longitudinal count data. The model extends the usual time-constant shared frailty approach to allow time-varying serially correlated gamma frailty whilst retaining standard marginal assumptions. A composite likelihood approach to estimation and testing for serial correlation is proposed. The work is motivated by a, clinical trial on patient-controlled analgesia where the number of analgesic doses taken, by hospital patients in successive time intervals following abdominal surgery is recorded.