A marginalizable frailty model for correlated right-censored data
Methodology
2014-03-27 v1
Abstract
We introduce a flexible individual frailty model for clustered right-censored data, in which covariate effects can be marginally interpreted as log failure odds ratios. Flexible correlation structures can be imposed by introducing multivariate exponential distributed frailties, constructed from a set of multivariate Gaussian random variables. Finite and infinite dimensional parameters are consistently estimated by maximizing a composite contributing marginal likelihood and a consistent estimate for their asymptotic covariance is proposed. Parameter estimation is implemented through a hybrid expectation-maximum algorithm. Simulations and an analysis of the Rats study were carried out to demonstrate our method.
Cite
@article{arxiv.1403.6744,
title = {A marginalizable frailty model for correlated right-censored data},
author = {Rui Zhang Kwun Chuen Gary Chan},
journal= {arXiv preprint arXiv:1403.6744},
year = {2014}
}
Comments
46 pages, 3 tables