Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/13445
Title: Some issues on inference for a class of univariate frailty regression models
Authors: LIU ZHONG
Keywords: frailty model, Inverse Gaussian distribution, misspecification, robust
Issue Date: 29-Jan-2004
Source: LIU ZHONG (2004-01-29). Some issues on inference for a class of univariate frailty regression models. ScholarBank@NUS Repository.
Abstract: The frailty model generalizes the usual proportional hazards model by incorporating a random effect. Estimation in such model has received much attention in recent years. EM and penalized likelihood method have already employed to estimate the parameters in certain frailty models like Gamma and Log-Normal. The corresponding consistency and asymptotical theory have been already been proved. This thesis addresses how to estimate parameters using MCMC method in Inverse Gaussian model and provide the consistency proof. Also there is a comprehensive simulation aims to study the robustness of the proposed method under misspecification.
URI: http://scholarbank.nus.edu.sg/handle/10635/13445
Appears in Collections:Master's Theses (Open)

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
mythesis1.pdf369.95 kBAdobe PDF

OPEN

NoneView/Download

Page view(s)

168
checked on Dec 11, 2017

Download(s)

112
checked on Dec 11, 2017

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.