Abstract #300962

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JSM 2003 Abstract #300962
Activity Number: 249
Type: Contributed
Date/Time: Tuesday, August 5, 2003 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #300962
Title: Consistency in the Correlated Positive Stable Frailty Model
Author(s): Changyong Feng*+ and Hongyue Wang
Companies: University of Kansas Medical Center and University of Rochester
Address: Department of Preventive Medicine, Kansas City, KS, 66160-0001,
Keywords: NPMLE ; survival data ; positive stable distribution ; correlated frailty model ; semiparametric model
Abstract:

The frailty model is a generalization of Cox's regression model. Vaupel et al. (1979) introduced the concept of frailty in population studies. Since then, this concept has been used broadly in biostatistical research. Murphy (1994, 1995) studied the asymptotic theory of NPMLE for the shared gamma-frailty model without covariates. Parner (1998) considered the consistency and asymptotic normality of the NPMLE in the correlated gamma-frailty model with covariates. However, the frailty model induced by the positive stable distribution has gained much less attention. We studied the existence and the consistency of the correlated positive stable frailty model.

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