Gamma frailty transformation models for multivariate survival times
- 27 April 2009
- journal article
- research article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 96 (2), 277-291
- https://doi.org/10.1093/biomet/asp008
Abstract
We propose a class of transformation models for multivariate failure times. The class of transformation models generalize the usual gamma frailty model and yields a marginally linear transformation model for each failure time. Nonparametric maximum likelihood estimation is used for inference. The maximum likelihood estimators for the regression coefficients are shown to be consistent and asymptotically normal, and their asymptotic variances attain the semiparametric efficiency bound. Simulation studies show that the proposed estimation procedure provides asymptotically efficient estimates and yields good inferential properties for small sample sizes. The method is illustrated using data from a cardiovascular study.Keywords
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