Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/4030
Title: Comparison of different estimation procedures for proportional hazards model with random effects
Authors: CORTINAS ABRAHANTES, Jose 
LEGRAND, Catherine 
BURZYKOWSKI, Tomasz 
JANSSEN, Paul 
Ducrocq, Vincent
DUCHATEAU, Luc 
Issue Date: 2007
Publisher: ELSEVIER SCIENCE BV
Source: COMPUTATIONAL STATISTICS & DATA ANALYSIS, 51(8). p. 3913-3930
Abstract: Proportional hazards models with multivariate random effects (frailties) acting multiplicatively on the baseline hazard are a topic of intensive research. Several estimation procedures have been proposed to deal with this type of models. Four procedures used to fit these models are compared in two real-life datasets and in a simulation study. The performance of the four methods is investigated in terms of the bias of point estimates, their empirical variability and the bias of the estimation of the variability. (c) 2006 Elsevier B.V. All rights reserved.
Notes: Hasselt Univ, Ctr Stat, B-3590 Diepenbeek, Belgium. European Org Res Treatment Canc, B-1200 Brussels, Belgium. INRA, Stn Genet Quantitat & Appl, F-78352 Jouy En Josas, France. Univ Ghent, Fac Med Vet, Dept Physiol Biochem & Biometr, B-9820 Merelbeke, Belgium.Abrahantes, JC, Hasselt Univ, Ctr Stat, Agoralaan D, B-3590 Diepenbeek, Belgium.jose.cortinas@uhasselt.be
Keywords: frailty model; restricted or residual maximum likelihood; penalized partial likelihood; laplace approximation; multivariate failure-time data
Document URI: http://hdl.handle.net/1942/4030
ISSN: 0167-9473
e-ISSN: 1872-7352
DOI: 10.1016/j.csda.2006.03.009
ISI #: 000246128500022
Category: A1
Type: Journal Contribution
Validations: ecoom 2008
Appears in Collections:Research publications

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