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.
Publié le : 1995-02-14
Classification:
Counting processes,
survival analysis,
frailty model,
random effects,
nonparametric maximum likelihood,
62M09,
62G05
@article{1176324462,
author = {Murphy, S. A.},
title = {Asymptotic Theory for the Frailty Model},
journal = {Ann. Statist.},
volume = {23},
number = {6},
year = {1995},
pages = { 182-198},
language = {en},
url = {http://dml.mathdoc.fr/item/1176324462}
}
Murphy, S. A. Asymptotic Theory for the Frailty Model. Ann. Statist., Tome 23 (1995) no. 6, pp. 182-198. http://gdmltest.u-ga.fr/item/1176324462/