1. Semiparametric Likelihood Estimation in the Clayton–Oakes Failure Time Model
- Author
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D. V. Glidden and S. G. Self
- Subjects
Statistics and Probability ,Estimation ,Multivariate statistics ,Estimation theory ,Maximum likelihood ,Statistics ,Failure rate ,Time model ,Sample (statistics) ,Statistics, Probability and Uncertainty ,Marginal distribution ,Mathematics - Abstract
Multivariate failure time data arise when the sample consists of clusters and each cluster contains several possibly dependent failure times. The Clayton-Oakes model (Clayton, 1978; Oakes, 1982) for multivariate failure times characterizes the intracluster dependence parametrically but allows arbitrary specification of the marginal distributions. In this paper, we discuss estimation in the Clayton-Oakes model when the marginal distributions are modeled to follow the Cox (1972) proportional hazards regression model. Parameter estimation is based on an approximate generalized maximum likelihood estima- tor. We illustrate the model's application with example datasets.
- Published
- 1999
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