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Efficiency of independence working analysis of correlated survival data with general cluster size
Author(s) -
Manatunga Amita K.,
Oakes David
Publication year - 2004
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2004.00124.x
Subject(s) - covariate , statistics , weibull distribution , mathematics , independence (probability theory) , multivariate statistics , cluster (spacecraft) , econometrics , regression analysis , estimation , computer science , engineering , programming language , systems engineering
We consider estimation of the regression coefficients in the multivariate positive stable frailty model with Weibull marginals introduced by Hougaard (1986). For general cluster sizes and various covariate patterns, we study the efficiency, relative to full maximum likelihood, of estimation from the independence working model and from the fixed effects model.