Year: 1994
Type: article
Abstract: 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.
Source: The Annals of Statistics
Author: S. A. Murphy
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2037947613