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Biometrika 2001 88(1):233; doi:10.1093/biomet/88.1.233
© 2001 by Biometrika Trust
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Hierarchical likelihood approach for frailty models

Il Do Ha1, Youngjo Lee2 and Jae-kee Song3

1 Department of Statistics, Kyungsan University, Kyungsan, 712-240, South Korea e-mail: idha{at}kyungsan.ac.kr 2 Department of Statistics, Seoul National University, Seoul, 151-742, South Korea e-mail: youngjo{at}plaza.snu.ac.kr 3 Department of Statistics, Kyungpook National University, Taegu, 702-701, South Korea e-mail: jksong{at}knu.ac.kr

Systematic likelihood inference for frailty models is possible using Lee & Nelder's ( 1996) hierarchical likelihood.We develop an inferential method for frailty models via hierarchical likelihood, which gives a simple unified framework and a numerically ecient algorithm. Simulations and practical examples are presented to illustrate the new method.

Key Words: Frailty model; Hierarchical likelihood; Marginal likelihood; Multivariate survival data; Profile likelihood; Restricted maximum likelihood


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