Hierarchical likelihood approach for frailty models

• 成果类型: Article
• 署名作者: Ha, ID; Lee, Y; Song, JK
• 署名单位: Seoul National University (SNU); Kyungpook National University (KNU)
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/88.1.233
• 发表日期: 2001
• 页码: 233243
• 关键词: multivariate survival-data; regression

摘要

Systematic likelihood inference for frailty models is possible using Lee & Nelder's (1996) hierarchical likelihood. We develop an inferential method for frailty models via hierarchical likelihood, which gives a simple unified framework and a numerically efficient algorithm. Simulations and practical examples are presented to illustrate the new method.