Advanced Search
MyIDEAS: Login

Frailty modeling via the empirical Bayes–Hastings sampler

Contents:

Author Info

  • Levine, Richard A.
  • Fan, Juanjuan
  • Strickland, Pamela Ohman
  • Demirel, Shaban
Registered author(s):

    Abstract

    Studies of ocular disease and analyses of time to disease onset are complicated by the correlation expected between the two eyes from a single patient. We overcome these statistical modeling challenges through a nonparametric Bayesian frailty model. While this model suggests itself as a natural one for such complex data structures, model fitting routines become overwhelmingly complicated and computationally intensive given the nonparametric form assumed for the frailty distribution and baseline hazard function. We consider empirical Bayesian methods to alleviate these difficulties through a routine that iterates between frequentist, data-driven estimation of the cumulative baseline hazard and Markov chain Monte Carlo estimation of the frailty and regression coefficients. We show both in theory and through simulation that this approach yields consistent estimators of the parameters of interest. We then apply the method to the short-wave automated perimetry (SWAP) data set to study risk factors of glaucomatous visual field deficits.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/pii/S0167947311003239
    Download Restriction: Full text for ScienceDirect subscribers only.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 56 (2012)
    Issue (Month): 6 ()
    Pages: 1303-1318

    as in new window
    Handle: RePEc:eee:csdana:v:56:y:2012:i:6:p:1303-1318

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: Multivariate survival analysis; Nonparametric Pólya tree prior; Gibbs sampler; Metropolis–Hastings sampler; Goodness of fit; Glaucoma and ophthalmology data;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:56:y:2012:i:6:p:1303-1318

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).

    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 references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link 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 profile, as there may be some citations waiting for confirmation.

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