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KCI 등재
A correction of SE from penalized partial Likelihood in frailty modelsy
( Il Do Ha )
UCI I410-ECN-0102-2012-410-001059933
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The penalized partial likelihood based on restricted maximum likelihood method has been widely used for the inference of frailty models. However, the standard-error estimate for frailty parameter estimator can be downwardly biased. In this paper we show that such underestimation can be corrected by using hierarchical likelihood. In particular, the hierarchical likelihood gives a statistically ecient procedure for various random-effect models including frailty models. The proposed method is illustrated via a numerical example and simulation study. The simulation results demonstrate that the corrected standard-error estimate largely improves such bias.

[자료제공 : 네이버학술정보]
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