Statistical Papers

, Volume 50, Issue 3, pp 481–499

Inference in mixed proportional hazard models with K random effects

Regular Article

DOI: 10.1007/s00362-007-0087-y

Cite this article as:
Horny, G. Stat Papers (2009) 50: 481. doi:10.1007/s00362-007-0087-y

Abstract

A general formulation of mixed proportional hazard models with K random effects is provided. It enables to account for a population stratified at K different levels. I then show how to approximate the partial maximum likelihood estimator using an EM algorithm. In a Monte Carlo study, the behavior of the estimator is assessed and I provide an application to the ratification of ILO conventions. Compared to other procedures, the results indicate an important decrease in computing time, as well as improved convergence and stability.

Keywords

EM algorithm Penalized likelihood Partial likelihood Frailties Duration analysis 

Copyright information

© Springer-Verlag 2007

Authors and Affiliations

  1. 1.BETAUniversity Louis Pasteur (Strasbourg I)Strasbourg CedexFrance

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