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 language | English |
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Pages (from-to) | 1998-2016 |
Number of pages | 19 |
Journal | Journal of Statistical Planning and Inference |
Volume | 138 |
Issue number | 7 |
DOIs | |
State | Published - 1 Jul 2008 |
Keywords
- Correlated failure times
- EM algorithm
- Frailty model
- Prospective family study
- Survival analysis