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Activity Number:
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249
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Type:
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Invited
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Date/Time:
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Tuesday, August 4, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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WNAR
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| Abstract - #302743 |
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Title:
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Gamma Frailty Transformation Models for Multivariate Survival Times
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Author(s):
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Joseph G. Ibrahim*+ and Donglin Zeng and Qingxia Chen
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Companies:
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The University of North Carolina at Chapel Hill and The University of North Carolina at Chapel Hill and Vanderbilt University
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Address:
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, Chapel Hill, NC, 27599,
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Keywords:
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Gamma frailty model ; Linear transformation model ; proportional hazards model ; semiparametric efficiency
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Abstract:
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We propose a class of transformation models for multivariate failure times. The class of transformation models generalize the usual gamma-frailty model and yields a marginally linear transformation model for each failure time. Nonparametric maximum likelihood estimation is used for inference. The maximum likelihood estimators for the regression coefficients are shown to be consistent and asymptotically normal, and their asymptotic variances attain the semiparametric efficiency bound. Simulation studies show that the proposed estimation procedure provides asymptotically efficient estimates and yields good inferential properties for small sample sizes. The method is illustrated using real data from a cardiovascular study.
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