Multiple spells in the Prentice-Gloeckler-Meyer likelihood with unobservedheterogeneity

Based on previous work by Prentice and Gloeckler (Prentice, R.L., Gloeckler , L.A., 1978. Regression analysis of grouped survival data with application to breast cancer data. Biometrics 34, 57-67), Meyer shows how to estimate, for single-spell data, a proportional hazard with time-varying covariates and unobserved heterogeneity for which the effect of time on the hazard rat e is specified non-parametrically, With multiple-spell data, the number of terms in each likelihood contribution grows geometrically with the number o f spells. We present a systematic method of ordering the terms in the multi ple-spell case and using the binary representation of the order number to c onstruct the likelihood contributions. (C) 1999 Elsevier Science S.A. All r ights reserved.