CONSISTENCY IN A PROPORTIONAL HAZARDS MODEL INCORPORATING A RANDOM EFFECT
CONSISTENCY IN A PROPORTIONAL HAZARDS MODEL INCORPORATING A RANDOM EFFECT
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DOI：
10.1214/aos/1176325492
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发表时间：
1994-06-01
影响因子：
4.5
通讯作者：
MURPHY, SA
中科院分区：
文献类型：
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作者：
MURPHY, SA
脆弱性模型是考克斯比例风险模型的推广，其中包括随机效应。Nielsen、Gill、Andersen和Sorensen提出了一种EM算法来估计累积基线风险和随机效应的方差。证明了估计量的存在性和相合性。使用截断和删失数据的例子被认为是。
The frailty model is a generalization of Cox's proportional hazards model which includes a random effect. Nielsen, Gill, Andersen and Sorensen 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.