Skip Navigation

Biometrika 2003 90(2):355-366; doi:10.1093/biomet/90.2.355
© 2003 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Henderson, R.
Right arrow Articles by Shimakura, S.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

A serially correlated gamma frailty model for longitudinal count data

Robin Henderson1 and Silvia Shimakura2

1 Department of Mathematics and Statistics, Lancaster University, Lancaster LA1 4YF, U.Krobin.henderson{at}lancaster.ac.uk 2 Departamento de Estatística, Universidade Federal do Paraná, Cx.Postal 19081, 81531-990, Curitiba-PR, Brazil silvia.shimakura{at}est.ufpr.br

A Poisson-gamma model is introduced to account for between-subjects heterogeneity and within-subjects serial correlation occurring in longitudinal count data.The model extends the usual time-constant shared frailty approach to allow time-varying serially correlated gamma frailty whilst retaining standard marginal assumptions. A composite likelihood approach to estimation and testing for serial correlation is proposed. The work is motivated by a clinical trial on patient-controlled analgesia where the number of analgesic doses taken by hospital patients in successive time intervals following abdominal surgery is recorded.

Key Words: Composite likelihood; Multivariate gamma distribution; Patient-controlled analgesia; Recurrent event data

Received April 2001. Revised June 2002


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 BiostatisticsHome page
M. Fiocco, H. Putter, and J.C. Van Houwelingen
A new serially correlated gamma-frailty process for longitudinal count data
Biostat., April 1, 2009; 10(2): 245 - 257.
[Abstract] [Full Text] [PDF]

Home page
 BiometrikaHome page
A. Y. C. Kuk
A Hybrid Pairwise Likelihood Method
Biometrika, December 1, 2007; 94(4): 939 - 952.
[Abstract] [PDF]

Home page
 BiometrikaHome page
R. E. Chandler and S. Bate
Inference for clustered data using the independence loglikelihood
Biometrika, March 1, 2007; 94(1): 167 - 183.
[Abstract] [Full Text] [PDF]

Home page
 Statistical ModellingHome page
R. Bellio and C. Varin
A pairwise likelihood approach to generalized linear models with crossed random effects
Statistical Modeling, October 1, 2005; 5(3): 217 - 227.
[Abstract] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.