CONSISTENCY IN A PROPORTIONAL HAZARDS MODEL INCORPORATING A RANDOM EFFECT

被引：158

作者：

MURPHY, SA

机构：

来源：

ANNALS OF STATISTICS | 1994年 / 22卷 / 02期

关键词：

COUNTING PROCESSES; SURVIVAL ANALYSIS; FRAILTY MODEL; RANDOM EFFECTS;

D O I：

10.1214/aos/1176325492

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 proposed an EM algorithm to estimate the cumulative baseline hazard and the variance of the random effect. Here existence and consistency of the estimators are proved. An example using truncated and censored data is considered.

引用

页码：712 / 731

页数：20

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