Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects

Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects

Up-to-date information about CPR's research projects and other activities is available from our World Wide Web site at www-cpr.maxwell.syr.edu. All recent working papers and Policy Briefs can be read and/or printed from there as well. ABSTRACT In survival analysis, Cox's name is associated with the partial likelihood technique that allows consistent estimation of proportional hazard scale param...

COX-McFADDEN PARTIAL AND MARGINAL LIKELIHOODS FOR THE PROPORTIONAL HAZARD MODEL WITH RANDOM EFFECTS By Jan Ondrich*

In survival analysis, Cox’s name is associated with the partial likelihood technique that allows consistent estimation of proportional hazard scale parameters without specifying a duration dependence baseline. In discrete choice analysis, McFadden’s name is associated with the generalized extreme-value (GEV) class of logistic choice models that relax the independence of irrelevant alternatives ...

ASYMPTOTIC INFERENCE FOR COX-McFADDEN PARTIAL AND MARGINAL LIKELIHOODS By Jan Ondrich* Center for Policy Research Maxwell School of Citizenship and Public Affairs

A version of the EM algorithm for proportional hazard model with random effects.

Proportional hazard models with multivariate random effects (frailties) acting multiplicatively on the baseline hazard have recently become a topic of an intensive research. One of the main practical problems related to the models is the estimation of parameters. To this aim, several approaches based on the EM algorithm have been proposed. The major difference between these approaches is the me...

Random proportional Weibull hazard model for large-scale information systems

Purpose – This study aims to focus on asset management of large-scale information systems supporting infrastructures and especially seeks to address a methodology of their statistical deterioration prediction based on their historical inspection data. Information systems are composed of many devices. Deterioration process i.e. wear-out failure generation process of those devices is formulated b...