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

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

Indexed on: 12 Feb '06Published on: 12 Feb '06Published in: Mathematics - Statistics



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.