IDEAS home Printed from https://ideas.repec.org/a/spr/metcap/v8y2006i4d10.1007_s11009-006-0428-7.html
   My bibliography  Save this article

Additive Positive Stable Frailty Models

Author

Listed:
  • Madhuja Mallick

    (Merck Research Laboratories, RY34-A316)

  • Nalini Ravishanker

    (University of Connecticut)

Abstract

In this article, we describe an additive stable frailty model for multivariate times to events data using a flexible baseline hazard, and assuming that the frailty component for each individual is described by additive functions of independent positive stable random variables with possibly different stability indices. Dependence properties of this frailty model are investigated. To carry out inference, the likelihood function is derived by replacing high-dimensional integration by Monte Carlo simulation. Markov chain Monte Carlo algorithms enable estimation and model checking in the Bayesian framework.

Suggested Citation

  • Madhuja Mallick & Nalini Ravishanker, 2006. "Additive Positive Stable Frailty Models," Methodology and Computing in Applied Probability, Springer, vol. 8(4), pages 541-558, December.
    • Handle: RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0428-7
    DOI: 10.1007/s11009-006-0428-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s11009-006-0428-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s11009-006-0428-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dani Gamerman, 1991. "Dynamic Bayesian Models for Survival Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(1), pages 63-79, March.
    2. Zuqiang Qiou & Nalini Ravishanker & Dipak K. Dey, 1999. "Multivariate Survival Analysis with Positive Stable Frailties," Biometrics, The International Biometric Society, vol. 55(2), pages 637-644, June.
    3. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Mitra Rahimzadeh & Ebrahim Hajizadeh & Farzad Eskandari, 2011. "Non-mixture cure correlated frailty models in Bayesian approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(8), pages 1651-1663, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mallick, Madhuja & Ravishanker, Nalini & Kannan, Nandini, 2008. "Bivariate positive stable frailty models," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2371-2377, October.
    2. Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda, 2007. "Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing," MPRA Paper 3938, University Library of Munich, Germany.
    3. Peng, Yingwei & Zhang, Jiajia, 2008. "Identifiability of a mixture cure frailty model," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2604-2608, November.
    4. Drepper, Bettina & Effraimidis, Georgios, 2012. "Nonparametric identification of dynamic treatment effects in competing risks models," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66060, Verein für Socialpolitik / German Economic Association.
    5. Dorsett, Richard, 2014. "The effect of temporary in-work support on employment retention: Evidence from a field experiment," Labour Economics, Elsevier, vol. 31(C), pages 61-71.
    6. Abbring, Jaap H. & van den Berg, Gerard J., 2003. "A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables," IZA Discussion Papers 810, Institute of Labor Economics (IZA).
    7. Jaap H. Abbring, 0000. "Mixed Hitting-Time Models," Tinbergen Institute Discussion Papers 07-057/3, Tinbergen Institute, revised 11 Aug 2009.
    8. Bruno Crépon & Muriel Dejemeppe & Marc Gurgand, 2005. "Counseling the unemployed: does it lower unemployment duration and recurrence?," Working Papers halshs-00590769, HAL.
    9. Bonev, Petyo, 2020. "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series 2005, University of St. Gallen, School of Economics and Political Science.
    10. Eric Gautier & Erwann Le Pennec, 2011. "Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding," Working Papers 2011-20, Center for Research in Economics and Statistics.
    11. Brian Clark & Clément Joubert & Arnaud Maurel, 2017. "The career prospects of overeducated Americans," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 6(1), pages 1-29, December.
    12. Guillaume Horny & Dragana Djurdjevic & Bernhard Boockmann & François Laisney, 2008. "Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries," Annals of Economics and Statistics, GENES, issue 89, pages 193-214.
    13. Pieter Serneels, 2004. "The Nature of Unemployment in Urban Ethiopia," CSAE Working Paper Series 2004-01, Centre for the Study of African Economies, University of Oxford.
    14. Jaap H. Abbring & Gerard J. van den Berg, 2000. "The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model," Tinbergen Institute Discussion Papers 00-066/3, Tinbergen Institute.
    15. Bijwaard, Govert E. & van Kippersluis, Hans & Veenman, Justus, 2015. "Education and health: The role of cognitive ability," Journal of Health Economics, Elsevier, vol. 42(C), pages 29-43.
    16. Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018. "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, vol. 205(2), pages 448-469.
    17. Eil, David & Lien, Jaimie W., 2014. "Staying ahead and getting even: Risk attitudes of experienced poker players," Games and Economic Behavior, Elsevier, vol. 87(C), pages 50-69.
    18. Escanciano, Juan Carlos, 2023. "Irregular identification of structural models with nonparametric unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 234(1), pages 106-127.
    19. Paola M. V. Rancoita & Morten Valberg & Romano Demicheli & Elia Biganzoli & Clelia Di Serio, 2017. "Tumor dormancy and frailty models: A novel approach," Biometrics, The International Biometric Society, vol. 73(1), pages 260-270, March.
    20. K J Wilson & M Farrow, 2010. "Bayes linear kinematics in the analysis of failure rates and failure time distributions," Journal of Risk and Reliability, , vol. 224(4), pages 309-321, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0428-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.