title: A smoothing expectation and substitution algorithm for the semiparametric accelerated failure time frailty model.
abstract: This paper proposes an estimation procedure for the semiparametric accelerated failure time frailty model that combines smoothing with an Expectation and Maximization-like algorithm for estimating equations. The resulting algorithm permits simultaneous estimation of the regression parameter, the baseline cumulative hazard, and the parameter indexing a general frailty distribution. We develop novel moment-based estimators for the frailty parameter, including a generalized method of moments estimator. Standard error estimates for all parameters are easily obtained using a randomly weighted bootstrap procedure. For the commonly used gamma frailty distribution, the proposed algorithm is very easy to implement using widely available numerical methods. Simulation results demonstrate that the algorithm performs very well in this setting. We re-analyz several previously analyzed data sets for illustrative purposes.
authors.affiliation: Department of Statistical Science, Cornell University, Ithaca, NY 14853, USA. lms86@cornell.edu
authors.forename: Lynn M
authors.initials: LM
authors.lastname: Johnson
authors.forename: Robert L
authors.initials: RL
authors.lastname: Strawderman
mesh_terms: D000465:Algorithms; D060050:Angina, Stable / Q000188:drug therapy; D000818:Animals; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D005260:Female; D006801:Humans; D007548:Isosorbide Dinitrate / Q000627:therapeutic use; D007674:Kidney Diseases / Q000209:etiology; D008297:Male; D015233:Models, Statistical; D051381:Rats; D012376:Rodent Diseases / Q000209:etiology; D014546:Urinary Catheterization / Q000009:adverse effects
chemical_list: D007548:Isosorbide Dinitrate