CONSISTENCY IN A PROPORTIONAL HAZARDS MODEL INCORPORATING A RANDOM EFFECT

Authors
MURPHY SA
Citation
Sa. Murphy, CONSISTENCY IN A PROPORTIONAL HAZARDS MODEL INCORPORATING A RANDOM EFFECT, Annals of statistics, 22(2), 1994, pp. 712-731
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
22
Issue
2
Year of publication
1994
Pages
712 - 731
Database
ISI
SICI code
0090-5364(1994)22:2<712:CIAPHM>2.0.ZU;2-7
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 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.