1. Penalized estimation in parametric frailty model
- Author
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Marwan H. Ahelali, Osama Abdulaziz Alamri, and Anu Sirohi
- Subjects
Frailty model ,Collinearity ,Ridge estimator ,Principal component estimator ,Infant mortality ,Science (General) ,Q1-390 ,Social sciences (General) ,H1-99 - Abstract
Frailty model examines the effect of observable and non-observable factors on time to event data. Presence of collinearity produces unstable estimates of parameters. Therefore, this research focus on the penalized estimation of frailty model and proposed the new estimator which is the extension of ridge and principal component estimators. Simulation is run to reveal the performance of proposed estimator. Moreover, the technique is applied on NFHS (National Family Health Survey) data to examine the infant mortality in India.
- Published
- 2024
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