Pseudo full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: asymptotic theory
Statistics Theory
2007-06-13 v1 Statistics Theory
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.
Cite
@article{arxiv.math/0602253,
title = {Pseudo full likelihood estimation for prospective survival analysis with a general semiparametric shared frailty model: asymptotic theory},
author = {David M. Zucker and Malka Gorfine and Li Hsu},
journal= {arXiv preprint arXiv:math/0602253},
year = {2007}
}