The Gamma‐Frailty Poisson Model for the Nonparametric Estimation of Panel Count Data
Year: 2003
Type: article
Abstract: In this article, we study nonparametric estimation of the mean function of a counting process with panel observations. We introduce the gamma frailty variable to account for the intracorrelation between the panel counts of the counting process and construct a maximum pseudo-likelihood estimate with the frailty variable. Three simulated examples are given to show that this estimation procedure, while preserving the robustness and simplicity of the computation, improves the efficiency of the nonparametric maximum pseudo-likelihood estimate studied in Wellner and Zhang (2000, Annals of Statistics 28, 779-814). A real example from a bladder tumor study is used to illustrate the method.
Source: Biometrics
Authors: Ying Zhang, Mortaza Jamshidian
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2039690163
