Skip to main content
Kent Academic Repository

Semiparametric Additive Frailty Hazard Model for Clustered Failure Time Data

Liu, Peng, Song, Shanshan, Zhou, Yong (2021) Semiparametric Additive Frailty Hazard Model for Clustered Failure Time Data. The Canadian Journal of Statistics, 50 (2). pp. 549-571. ISSN 0319-5724. E-ISSN 1708-945X. (doi:10.1002/cjs.11647) (KAR id:82596)

PDF Author's Accepted Manuscript
Language: English
Download this file
(PDF/421kB)
[thumbnail of 38702873_File000005_957305000.pdf]
Preview
Request a format suitable for use with assistive technology e.g. a screenreader
Official URL:
http://doi.org/10.1002/cjs.11647

Abstract

In this paper, we propose a flexible semiparametric additive frailty hazard model under clustered failure time data, where frailty is assumed to have an additive effect on the hazard function. When there is no frailty, this model degenerates to semiparametric additive hazard model. Our method can deal with time-varying covariate effect and constant covariate effect simultaneously and the estimate of the covariate effects will not rely on the frailty distribution. The time-varying coefficient is estimated by utilizing the local linear technique, while $\sqrt{n}$-consistency convergence rate of constant coefficient estimate can be obtained by integration. Another advantage of the estimator is that it has a closed-form and can be easily implemented in practice. The large sample properties of the estimator have been established and simulation studies under various scenarios are conducted to demonstrate the performance of the proposed methods. A real data is applied for illustration purpose.

Item Type: Article
DOI/Identification number: 10.1002/cjs.11647
Subjects: Q Science > QA Mathematics (inc Computing science) > QA276 Mathematical statistics
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Peng Liu
Date Deposited: 24 Aug 2020 20:16 UTC
Last Modified: 14 Nov 2023 14:25 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/82596 (The current URI for this page, for reference purposes)

University of Kent Author Information

  • Depositors only (login required):

Total unique views for this document in KAR since July 2020. For more details click on the image.