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Abstract Details
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Activity Number:
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354
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #305726 |
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Title:
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An MCEM Algorithm for Positive or Negative Correlated Survival Data Under Various Frailty Distributions: Application to Compensating Victims of Discriminations
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Author(s):
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Wenjing Xu*+ and Qing Pan and Joseph Gastwirth
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Companies:
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and The George Washington University and The George Washington University
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Address:
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2500 Clrendon Blvd, Arlington, VA, 22201, United States
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Keywords:
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MCEM ;
Frailty ;
Discrimination
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Abstract:
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The Cox proportional hazard model is commonly used to analyze time to event data occurring in a wide variety of applications. Furthermore more than one process affect subject, which leads correlated time to event data. A convenient method of incorporating the correlation between the two processes is through a shared frailty term. Although the gamma distribution is most frequently used, in practice one does not know the true underlying frailty distribution. Several plausible alternative distributions are examined. In this manuscript, Monte Carlo EM algorithm is employed to study the effect of replacing the Gamma, by the Inverse Gaussian or Lognormal distribution. The methodology is applied to examine damages to individuals who were discriminated against in a promotion case.
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Authors who are presenting talks have a * after their name.
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