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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/498

Title: A version of the EM algorithm for proportional hazards models with random effects
Keywords: Frailty model
Issue Date: 2002
Citation: Lecture Notes of the ICB Seminars. p. 15-20
Abstract: Proportional hazard models with multivariate random effects (frailties) acting multiplicatively on the baseline hazard have recently become a topic of an intensive research. One of the main practical problems related to the models is the estimation of parameters. To this aim, several approaches based on the EM algorithm have been proposed. The major difference between these approaches is the method of the computation of conditional expectations required at the E-step. In this paper an alternative implementation of the EM algorithm is proposed, in which the expected values are computed with the use of the Laplace approximation. The method is computationally less demanding than the approaches developed previously. Its performance is assessed based on a simulation study and compared to a non-EM based estimation approach proposed by Ripatti and Palmgren(2000).
URI: http://hdl.handle.net/1942/498
Category: A2
Type: Journal Contribution
Appears in Collections: Research publications

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