Estimation of variance in Cox's regression model with shared gamma frailties

作     者：Andersen, PK Klein, JP Knudsen, KM Palacios, RTY 

作者机构：Univ Copenhagen Dept Biostat DK-2200 Copenhagen N Denmark Danish Epidemiol Sci Ctr DK-2880 Bagsvaerd Denmark Med Coll Wisconsin Div Biostat Milwaukee WI 53226 USA Novo Nordisk AS Statens Serum Inst DK-2300 Copenhagen S Denmark 

出 版 物：《BIOMETRICS》 (Biometrics)

年 卷 期：1997年第53卷第4期

页      面：1475-1484页

核心收录：

学科分类：0710[理学-生物学] 07[理学] 09[农学] 0714[理学-统计学（可授理学、经济学学位）] 

基　　金：NCI NIH HHS [R01 CA54706-04] Funding Source: Medline 

主　　题：EM algorithm frailty model nonparametric MLE observed information survival analysis 

摘      要：The Cox regression model with a shared frailty factor allows for unobserved heterogeneity or for statistical dependence between the observed survival times. Estimation in this model when the frailties are assumed to follow a gamma distribution is reviewed, and we address the problem of obtaining variance estimates for regression coefficients, frailty parameter, and cumulative baseline hazards using the observed nonparametric information matrix. A number of examples are given comparing this approach with fully parametric inference in models with piecewise constant baseline hazards.