一般半参数共享脆弱模型的前瞻性生存分析:一种伪全似然方法

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

Biometrika · 2006
被引 48
ABS 4

中文导读

提出一种估计一般脆弱模型的简单方法,用于分析前瞻性相关失效时间数据,该方法能处理有限矩的一般脆弱分布,并给出显式一致方差估计量,模拟显示其效率与EM算法相当。

Abstract

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.

生存分析半参数模型计量经济学统计推断