ASYMPTOTIC THEORY FOR THE FRAILTY MODEL

Authors
MURPHY SA
Citation
Sa. Murphy, ASYMPTOTIC THEORY FOR THE FRAILTY MODEL, Annals of statistics, 23(1), 1995, pp. 182-198
Citations number
19
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
23
Issue
1
Year of publication
1995
Pages
182 - 198
Database
ISI
SICI code
0090-5364(1995)23:1<182:ATFTFM>2.0.ZU;2-H
Abstract
The frailty model is a generalization of Cox's proportional hazards mo del which includes a random effect. Nielsen, Gill, Andersen and Sorens en (1992) proposed an EM algorithm to estimate the cumulative baseline hazard and the variance of the random effect. Here the asymptotic dis tribution of the estimators is given along with a consistent estimator of the asymptotic variance.