REML ESTIMATION FOR SURVIVAL MODELS WITH FRAILTY

Authors
MCGILCHRIST CA
Citation
Ca. Mcgilchrist, REML ESTIMATION FOR SURVIVAL MODELS WITH FRAILTY, Biometrics, 49(1), 1993, pp. 221-225
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Biometrics → ACNP
ISSN journal
0006341X
Volume
49
Issue
1
Year of publication
1993
Pages
221 - 225
Database
ISI
SICI code
0006-341X(1993)49:1<221:REFSMW>2.0.ZU;2-5
Abstract
A method of estimation for generalised mixed models is applied to the estimation of regression parameters in proportional hazards models for failure times when there are repeated observations of failure on each subject. The subject effect is incorporated into the model as a rando m frailty term. Best linear unbiased predictors are used as an initial step in the computation of maximum likelihood and residual maximum li kelihood estimates.