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Stacked Laplace-EM algorithm for duration models with time-varying and random effects

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  • Kauermann, Goran
  • Xu, Ronghui
  • Vaida, Florin

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  • Kauermann, Goran & Xu, Ronghui & Vaida, Florin, 2008. "Stacked Laplace-EM algorithm for duration models with time-varying and random effects," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2514-2528, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2514-2528
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    References listed on IDEAS

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    1. Ronghui Xu & Sudeshna Adak, 2002. "Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach," Biometrics, The International Biometric Society, vol. 58(2), pages 305-315, June.
    2. J. G. Booth & J. P. Hobert, 1999. "Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 265-285.
    3. Kauermann, Goran, 2005. "Penalized spline smoothing in multivariable survival models with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 169-186, April.
    4. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460, Elsevier.
    5. Florin Vaida & Suzette Blanchard, 2005. "Conditional Akaike information for mixed-effects models," Biometrika, Biometrika Trust, vol. 92(2), pages 351-370, June.
    6. Tze Leung Lai, 2003. "A hybrid estimator in nonlinear and generalised linear mixed effects models," Biometrika, Biometrika Trust, vol. 90(4), pages 859-879, December.
    7. Tianxi Cai & Rebecca A. Betensky, 2003. "Hazard Regression for Interval-Censored Data with Penalized Spline," Biometrics, The International Biometric Society, vol. 59(3), pages 570-579, September.
    8. Luc Duchateau & Paul Janssen, 2004. "Penalized Partial Likelihood for Frailties and Smoothing Splines in Time to First Insemination Models for Dairy Cows," Biometrics, The International Biometric Society, vol. 60(3), pages 608-614, September.
    9. Cai, T. & Hyndman, R.J. & Wand, M.P., 2000. "Mixed Model-Based Hazard Estimation," Monash Econometrics and Business Statistics Working Papers 11/00, Monash University, Department of Econometrics and Business Statistics.
    10. Clifford M. Hurvich & Jeffrey S. Simonoff & Chih‐Ling Tsai, 1998. "Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(2), pages 271-293.
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    Cited by:

    1. Dimitris Rizopoulos & Geert Verbeke & Emmanuel Lesaffre, 2009. "Fully exponential Laplace approximations for the joint modelling of survival and longitudinal data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 637-654, June.
    2. Jaeun Choi & Jianwen Cai & Donglin Zeng, 2017. "Penalized Likelihood Approach for Simultaneous Analysis of Survival Time and Binary Longitudinal Outcome," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(2), pages 190-216, November.

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