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Prospective survival analysis with a general semiparametric shared frailty model - a pseudo full likelihood approach

Research paper by Malka Gorfine, David M. Zucker, Li Hsu

Indexed on: 18 May '05Published on: 18 May '05Published in: Mathematics - Statistics



Abstract

In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and the dependence parameter is given, including consistent variance estimators. 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 estimator considered by other authors, with negligible difference between the standard errors of the two estimators. The proposed approach, however, provides a framework capable of handling general frailty distributions with finite moments and yields an explicit consistent variance estimator.