Abstract #301962

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JSM 2003 Abstract #301962
Activity Number: 206
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #301962
Title: A General Counting Process Model for Recurrent Event Data
Author(s): Russell S. Stocker*+ and Edsel A. Pena
Companies: University of South Carolina and University of South Carolina
Address: 101 Islay Lane, Columbia, SC, 29210,
Keywords: counting processes ; martingales ; product integration
Abstract:

A general class of models for recurrent event data given by Pena and Hollander (2002) is considered. The class of models includes many of the models found throughout the literature. The model is based on using a flexible multiplicative intensity process. It allows for the inclusion of the effect of repeated failures by perturbing the baseline intensity process with an "effective age" process. The effect of interventions due to multiple failures is included by use of a function included multiplicatively in the intensity process. The influence of outside factors through the use of a link function with covariates is included. The inclusion of a frailty component is allowed for modeling unobservable random effects. The model is considered under a fully parametric specification where a frailty is assumed not to exist. Estimators are obtained by the development of a partial likelihood function using the results of Jacod (1975). The asymptotics of the model are considered both theoretically and through computer simulation.

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