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http://hdl.handle.net/1942/2061
Title: | A version of the EM algorithm for proportional hazard model with random effects | Authors: | CORTINAS ABRAHANTES, Jose BURZYKOWSKI, Tomasz |
Issue Date: | 2005 | Publisher: | AKADEMIE VERLAG GMBH | Source: | BIOMETRICAL JOURNAL, 47(6). p. 847-862 | Abstract: | Proportional hazard models with multivariate random effects (frailties) acting multiplicatively on the baseline hazard have recently become a topic of an intensive research. One of the main practical problems related to the models is the estimation of parameters. To this aim, several approaches based on the EM algorithm have been proposed. The major difference between these approaches is the method of the computation of conditional expectations required at the E-step. In this paper an alternative implementation of the EM algorithm is proposed, in which the expected values are computed with the use of the Laplace approximation. The method is computationally less demanding than the approaches developed previously. Its performance is assessed based on a simulation study and compared to a non-EM based estimation approach proposed by Ripatti and Palmgren (2000). | Notes: | Limburgs Univ Ctr, Ctr Stat, B-3590 Diepenbeek, Belgium.Abrahantes, JC, Limburgs Univ Ctr, Ctr Stat, Univ Campus, B-3590 Diepenbeek, Belgium.jose.cortinas@luc.ac.be | Keywords: | multivariate failure-time data; frailty model; EM algorithm; Laplace approximation | Document URI: | http://hdl.handle.net/1942/2061 | Link to publication/dataset: | http://doi.wiley.com/10.1002/bimj.200410141 | ISSN: | 0323-3847 | e-ISSN: | 1521-4036 | ISI #: | 000234464500015 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2007 |
Appears in Collections: | Research publications |
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