Abstract #300807

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JSM 2003 Abstract #300807
Activity Number: 246
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #300807
Title: MLE in Proportional Odds Model with Random Effects
Author(s): Donglin Zeng*+ and Danyu Lin and Guosheng Yin
Companies: University of North Carolina and University of North Carolina and University of North Carolina, Chapel Hill
Address: Dept. of Biostatistics, Chapel Hill, NC, 27599-0001,
Keywords: proportional odds model ; random effect ; NPMLE ; semiparametric efficiency
Abstract:

We study the proportional odds model with random effects for correlated survival data. We show that the nonparametric maximum likelihood estimators for the parameters of this model are consistent and asymptotically Gaussian. Furthermore, the limiting variances achieve the semiparametric efficiency bounds and can be consistently estimated. Simulation studies reveal that the asymptotic approximations are accurate for practical sample sizes and that the efficiency gains of the proposed estimators over those of Cai et al. (2002) can be substantial. Illustration with a real data set is provided.

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