Abstract #300379


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JSM 2002 Abstract #300379
Activity Number: 370
Type: Invited
Date/Time: Thursday, August 15, 2002 : 8:30 AM to 10:20 AM
Sponsor: WNAR
Abstract - #300379
Title: Regression Analysis of Correlated Failure Time Data
Author(s): Juanjuan Fan*+
Affiliation(s): University of California, Davis
Address: One Shields Avenue, Davis, California, 95616, USA
Keywords: Hazard rate ; Correlated failure time data ; Frailty model ; Regression
Abstract:

Cox regression models for marginal hazard rates are combined with regression models for the dependence parameter in the Gamma frailty model. This allows the dependence levels to depend on covariates and to change over time, while adjusting for covariate effects on the marginal hazard rates. A two-stage estimation procedure is proposed. The properties of the proposed estimators of the regression parameters are studied and an illustration is provided.


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