The Annals of Statistics

Consistency in a Proportional Hazards Model Incorporating a Random Effect

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 proposed an EM algorithm to estimate the cumulative baseline hazard and the variance of the random effect. Here existence and consistency of the estimators are proved. An example using truncated and censored data is considered.

Article information

Source
Ann. Statist., Volume 22, Number 2 (1994), 712-731.

Dates
First available in Project Euclid: 11 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176325492

Digital Object Identifier
doi:10.1214/aos/1176325492

Mathematical Reviews number (MathSciNet)
MR1292537

Zentralblatt MATH identifier
0827.62033

JSTOR
links.jstor.org

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

Keywords
Counting processes survival analysis frailty model random effects

Citation

Murphy, S. A. Consistency in a Proportional Hazards Model Incorporating a Random Effect. Ann. Statist. 22 (1994), no. 2, 712--731. doi:10.1214/aos/1176325492. https://projecteuclid.org/euclid.aos/1176325492


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