Estimation of multivariate frailty models with varying coefficients. Issue 3 (1st February 2019)

• Record Type: Journal Article
• Authors: Zhang, Zhongwen; Song, Lixin; Wang, Xiaoguang; Amin, Muhammad
• Is Part Of: Communications in statistics. Volume 48:Issue 3(2019)
• Page Start: 450
• Page End: 461
• Publication Date: 2019-02-01
• Subjects: B-spline -- Clustered failure time data -- Gaussian frailty -- Laplace approximation -- Varying coefficient; 62N01; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2017.1414257
• Languages: English
• ISSNs: 0361-0926

Abstract

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.