Estimation of multivariate frailty models with varying coefficients

Zhongwen Zhang, Lixin Song, Xiaoguang Wang and Muhammad Amin

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 3, 450-461

Abstract: The complicated structures can be modeled more efficiently and their flexibility can be increased through frailty models with varying coefficients.Therefore, such models are proposed in this article. The real challenge is to estimate varying coefficients by the penalized partial likelihood without closed form. The Laplace approximation is used to solve this problem. These varying coefficients are fitted using B-splines. Moreover, the variances of random effects are estimated by maximizing an approximate profile likelihood. The performance of the proposed methods are assessed with simulation studies and real data. The results show that the methods proposed are better than the counterpart in literature.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2017.1414257 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:3:p:450-461

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2017.1414257

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().