Robust Frailty Models using Heavy-Tailed Distributions

• 발행기관: 한국자료분석학회
• 저자명: 하일도(Il Do Ha)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.8 No.4, 1281~1289쪽, 전체 9쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2006.08.30

영문 초록

Frailty models have been widely used for analyzing correlated survival data. For the inference a simple frailty distribution such as normal or gamma has been specified. However, the estimation of frailty parameter is sensitive to the misspecification of frailty distribution. This problem can be overcome by using a heavy-tailed distribution such as t-distribution. Thus, we propose the robust frailty models allowing heavy-tailed distributions. For the inference of the proposed model we develop the hierarchical-likelihood approach that avoids the integration used in the standard marginal likelihood approach. For the demonstration the numerical study is presented.

목차

1. Introduction

2. Robust Frailty Models

3. Estimation Procedure

4. Numerical Study

5. Discussion

References

키워드

Correlated survival data Frailty models Heavy-tailed distribution Hierarchical likelihood Marginal likelihood