Pseudo-full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: Asymptotic theory

David M. Zucker*, Malka Gorfine, Li Hsu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and the dependence parameter, including consistent variance estimators.

Original languageAmerican English
Pages (from-to)1998-2016
Number of pages19
JournalJournal of Statistical Planning and Inference
Volume138
Issue number7
DOIs
StatePublished - 1 Jul 2008

Keywords

  • Correlated failure times
  • EM algorithm
  • Frailty model
  • Prospective family study
  • Survival analysis

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