期刊
BIOMETRIKA
卷 93, 期 3, 页码 735-741出版社
OXFORD UNIV PRESS
DOI: 10.1093/biomet/93.3.735
关键词
correlated failure times; EM algorithm; frailty model; prospective family study; survival analysis
We provide a simple estimation procedure for a general frailty model for the analysis of prospective correlated failure times. The large-sample properties of the proposed estimators of both the regression coefficient vector and the dependence parameter are described, and consistent variance estimators are given. A brief outline of the proofs is given. In a simulation study under the widely used gamma frailty model, our proposed approach was found to have essentially the same efficiency as the EM-based maximum likelihood approach considered by other authors, with negligible difference between the standard errors of the two estimators. However, the proposed approach provides a framework capable of handling general frailty distributions with finite moments and yields an explicit consistent variance estimator.
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