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Semiparametric Estimation of Random Effects Using the Cox Model Based on the EM Algorithm
Abstract
Consider a survival experiment where individuals within a certain subset of the population share a common, unobservable, random frailty. Such a frailty could be an unobservable genetic or early environmental effect if individuals were in sibling groups or an environmental effect if individuals were grouped by households. Suppose that if the frailty, omega, is known, the Cox proportional hazards model for the observable covariates is valid with the consequence of the random effect being a multiplicative factor on the hazard rate. Assuming tht the random frailties follow a gamma distribution, estimates of the fixed and random effects are obtained by using an EM algorithm based on a profile likelihood construction. The method developed is applied to the Framingham Heart Study to examine the risks of smoking and cholesterol levels, adjusting for potential random effects.
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Citations
Cited by
Penalized Survival Models and Frailty
Therneau, T. M., Grambsch, P. M., & Pankratz, V. S. (2003) · Journal of Computational and Graphical Statistics · doi:10.1198/1061860031365 · Cited by 481
Shared Frailty Models for Recurrent Events and a Terminal Event
Liu, L., Wolfe, R. A., & Huang, X. (2004) · Biometrics · doi:10.1111/j.0006-341x.2004.00225.x · Cited by 342
Type I Error Inflation in the Presence of a Ceiling Effect
Austin, P. C., & Brunner, L. J. (2003) · The American Statistician · doi:10.1198/0003130031450 · Cited by 123
A multistate modelling approach for pancreatic cancer development in genetically high-risk families
Kolamunnage-Dona, R., Vitone, L., Greenhalf, W., Henderson, R., & Williamson, P. R. (2013) · Journal of the Royal Statistical Society Series C: Applied Statistics · doi:10.1111/j.1467-9876.2012.01051.x · Cited by 3
Metadata
- Authors
- Klein, J. P.
- Venue
- Biometrics
- Publisher
- JSTOR
- Published
- 1992-09
- Volume
- 48
- Issue
- 3
- Pages
- 795
- ISSN
- 0006-341X (ISSN-L)
- OpenAlex
- W1992910292
- Cited by
- 435
- References
- 0
- FWCI
- 5.97
- Type
- journal article
- Language
- en
- Open access
- closed
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