Scaled Fisher Consistency of the Partial Likelihood Estimator in the Cox Model with Arbitrary Frailty

• Autorzy: Bednarski Tadeusz , Nowak Piotr B.

Identyfikatory

DOI

10.37190/0208-4147.41.1.6

• Języki publikacji: EN

Abstrakty

EN

It is argued that inference based on the Cox regression model and the partial likelihood estimator is possible for various extensions of the model, which in particular include an arbitrary frailty variable. We demonstrate that the estimator in such a general setup is Fisher consistent up to a scaling factor under symmetry type distributional assumptions on explanatory variables. A simulation experiment shows exemplary behaviour of the estimator and also of a test of fit based on the Anderson–Darling statistic for different Cox model extensions.

Słowa kluczowe

EN

Cox model; frailty models; Fisher consistency

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2021
• Tom: Vol. 41, Fasc. 1
• Strony: 77--87
• Opis fizyczny: Bibliogr. 15 poz., tab., wykr.

Twórcy

autor

Bednarski Tadeusz

• Institute of Economic Sciences, University of Wrocław, Faculty of Law, Administration and Economics, Uniwersytecka 22/26, 50-145 Wrocław, Poland

autor

Nowak Piotr B.

• Institute of Economic Sciences, University of Wrocław, Faculty of Law, Administration and Economics, Uniwersytecka 22/26, 50-145 Wrocław, Poland

Bibliografia

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• [15] A. Wienke, Frailty Models in Survival Analysis, Chapman and Hall, 2011.

Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).