ASYMPTOTIC THEORY FOR THE FRAILTY MODEL

被引：195

作者：

MURPHY, SA

机构：

来源：

ANNALS OF STATISTICS | 1995年 / 23卷 / 01期

关键词：

COUNTING PROCESSES; SURVIVAL ANALYSIS; FRAILTY MODEL; RANDOM EFFECTS; NONPARAMETRIC MAXIMUM LIKELIHOOD;

D O I：

10.1214/aos/1176324462

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

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页码：182 / 198

页数：17

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