Maximum Likelihood Inference for Multivariate Frailty Models Using an Automated Monte Carlo EM Algorithm

Lifetime Data Analysis

Volumn 8, Issue 4, 2002, Pages 349-360

  Ripatti, Samuli ^a,b   Larsen, Klaus ^c   Palmgren, Juni ^b  

^a UNIVERSITY OF HELSINKI   (Finland)

^b STOCKHOLM UNIVERSITY   (Sweden)

^c UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

MCEM algorithm; Multivariate survival model; Random effects; Variance components

Indexed keywords

CARCINOGEN;

ALGORITHM; ANIMAL; ARTICLE; CELL TRANSFORMATION; CHEMICALLY INDUCED DISORDER; COMPARATIVE STUDY; DENMARK; EXPERIMENTAL NEOPLASM; MONTE CARLO METHOD; PHYSIOLOGY; RAT; ROSACEAE; STATISTICAL MODEL; SWEDEN;

ALGORITHMS; ANIMALS; CARCINOGENS; CELL TRANSFORMATION, NEOPLASTIC; DENMARK; LIKELIHOOD FUNCTIONS; MONTE CARLO METHOD; NEOPLASMS, EXPERIMENTAL; RATS; ROSACEAE; SWEDEN;

EID: 0036884552     PISSN: 13807870     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1020566821163     Document Type: Article

References (21)

1. P. K. Andersen, J. P. Klein, K. M. Knudsen, and R. T. y Palacios, "Estimation of variance in Cox's regression model with shared gamma frailties," Biometrics vol. 53 pp. 1475-1484, 1997.
2. J. G. Booth and J. P. Hobert, "Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm," Journal of the Royal Statistical Society B vol. 61 pp. 265-285, 1999.
3. D. G. Clayton, "A Monte Carlo method for Bayesian inference in frailty models," Biometrics vol. 47 pp. 467-485, 1991.
4. D. G. Clayton and J. Cuzick, "Multivariate generalizations of the proportional hazards model (with discussion)," Journal of the Royal Statististical Society A vol. 148 pp. 82-117, 1985.
5. D. R. Cox, "Regression models and life tables (with discussion)," Journal of the Royal Statistical Society B vol. 34 pp. 187-220, 1972.
6. A. P. Dempster, N. M. Laird, and D. B. Rubin, "Maximum likelihood from incomplete data via EM algorithm (with discussion)," Journal of the Royal Statistical Society B vol. 39 pp. 1-38, 1977.
7. A. Gelman, J. B. Carlin, H. S. Stern, and D. B. Rubin, Bayesian Data Analysis, Chapman & Hall: London, 1995.
8. P. Hougaard, Analysis of Multivariate Survival Data, Springer-Verlag: New York, 2000.
9. S. Johansen, "An extension of Cox's regression model," International Statistical Review vol. 51 pp. 158-262, 1983.
10. I. R. Korsgaard and A. H. Andersen, "The additive genetic gamma frailty model," Scandinavian Journal of Statistics vol. 25 pp. 255-269, 1998.
11. N. Mantel and J. L. Ciminera, "Mantel-Haenzel analysis of litter-matched time-to-response data with modifications for recovery of intralitter information," Cancer Research vol. 37 pp. 3863-3868, 1979.
12. S. A. Murphy, "Asymptotic theory for the frailty model," Annals of Statistics vol. 23 pp. 182-198, 1995.
13. G. G. Nielsen, R. D. Gill, P. K. Andersen, and T. I. A. Sørensen, "A counting precess approach to maximum likelihood estimation in frailty models," Scandinavian Journal of Statistics vol. 19 pp. 25-43, 1992.
14. E. Parner, "Asymptotic theory for the correlated gamma-frailty model," The Annals of Statistics vol. 26 pp. 183-214, 1998.
15. J. H. Petersen, "Analyzing genetic and environmental influences on mortality," Department of Biostatistics, University of Copenhagen, Ph.D. thesis, 1996.
16. S. Ripatti and J. Palmgren, "Estimation of multivariate frailty models using penalized partial likelihood," Biometrics vol. 56 pp. 1016-1022, 2000.
17. L. E. Särkkä, H. J. Rita, and S. O. Ripatti, "Cut rose flower longevity and its variation between plants of cv. Frisco grown in different lighting periods," Acta Horticulturae vol. 547 pp. 261-268, 2001.
18. F. Vaida and R. Xu, "Proportional hazards model with random effects," Statistics in Medicine vol. 19 pp. 3309-3324, 2000.
19. J. W. Vaupel, K. G. Manton, and E. Stallard, "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography vol. 16 pp. 439-454, 1979.
20. G. C. G. Wei and M. A. Tanner, "A Monte Carlo implementation of the EM algorithm and the poor man's data augmentation algorithms," Journal of the American Statistical Association vol. 85 pp. 699-704, 1990.
21. A. I. Yashin and I. A. Iachine, "Genetic analysis of durations: Correlated frailty model applied to survival of Danish twins," Genetic Epidemiology vol. 12 pp. 529-538, 1995.