Semiparametric Additive Intensity Model with Frailty for Recurrent Events
Semiparametric Additive Intensity Model with Frailty for Recurrent Events作者机构:School of Mathematics and Statistics Wuhan University Wuhan 430072 P. R. China
出 版 物:《Acta Mathematica Sinica,English Series》 (数学学报(英文版))
年 卷 期:2011年第27卷第9期
页 面:1831-1842页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 08[工学] 081402[工学-结构工程] 081304[工学-建筑技术科学] 0714[理学-统计学(可授理学、经济学学位)] 0813[工学-建筑学] 070103[理学-概率论与数理统计] 0814[工学-土木工程] 0701[理学-数学]
主 题:Additive intensity model counting process Donsker class frailty recurrent events
摘 要:The seminal Cox's proportional intensity model with multiplicative frailty is a popular approach to analyzing the frequently encountered recurrent event data in scientific studies. In the case of violating the proportional intensity assumption, the additive intensity model is a useful alternative. Both the additive and proportional intensity models provide two principal frameworks for studying the association between the risk factors and the disease recurrences. However, methodology devel- opment on the additive intensity model with frailty is lacking, although would be valuable. In this paper, we propose an additive intensity model with additive frailty to formulate the effects of possibly time-dependent covariates on recurrent events as well as to evaluate the intra-class dependence within recurrent events which is captured by the frailty variable. The asymptotic properties for both the regression parameters and the association parameters in frailty distribution are established. Fhrthermore, we also investigate the large-sample properties of the estimator for the cumulative baseline intensity function.