Inference in mixed proportional hazard models with K random effects
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- Horny, G. Stat Papers (2009) 50: 481. doi:10.1007/s00362-007-0087-y
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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.