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Activity Number: 422
Type: Contributed
Date/Time: Wednesday, August 9, 2006 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #305946
Title: Asymptotic Theory for the Proportional Hazards Model with Random Effects
Author(s): Anthony C. Gamst and Michael Donohue*+ and Ronghui Xu
Companies: University of California, San Diego and University of California, San Diego and University of California, San Diego
Address: 3855 Health Sciences Drive 0901, La Jolla, CA, 92093-0901,
Keywords: correlated failure time data ; proportional hazards ; survival data
Abstract:

We will study the proportional hazards mixed effects model (PHMM) of Vaida and Xu (2000), which is a natural extension of the conventional proportional hazards model to handle clustered event time data. Maximum likelihood estimates under PHMM have been widely utilized without theoretical justification since being proposed. Under regularity and identifiability assumptions, we show consistency, asymptotic normality, and asymptotic efficiency of the maximum likelihood estimates of the model. The proof uses methods that Murphy (1994, 1995) applied to the frailty model, and Zeng, Lin, and Yin (2005) recently applied to the proportional odds mixed effects model.


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