The Annals of Statistics

Asymptotic Theory for the Frailty Model

S. A. Murphy

Full-text: Open access

Abstract

The frailty model is a generalization of Cox's proportional hazards model which includes a random effect. Nielsen, Gill, Andersen and Sorensen (1992) proposed an EM algorithm to estimate the cumulative baseline hazard and the variance of the random effect. Here the asymptotic distribution of the estimators is given along with a consistent estimator of the asymptotic variance.

Article information

Source
Ann. Statist. Volume 23, Number 1 (1995), 182-198.

Dates
First available in Project Euclid: 11 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176324462

Digital Object Identifier
doi:10.1214/aos/1176324462

Mathematical Reviews number (MathSciNet)
MR1331663

Zentralblatt MATH identifier
0822.62069

JSTOR
links.jstor.org

Subjects
Primary: 62M09: Non-Markovian processes: estimation
Secondary: 62G05: Estimation

Keywords
Counting processes survival analysis frailty model random effects nonparametric maximum likelihood

Citation

Murphy, S. A. Asymptotic Theory for the Frailty Model. Ann. Statist. 23 (1995), no. 1, 182--198. doi:10.1214/aos/1176324462. http://projecteuclid.org/euclid.aos/1176324462.


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