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Model selection for frailty structures

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dc.contributor.author MacKenzie, Gilbert
dc.contributor.author Lee, Youngjo
dc.date.accessioned 2013-01-07T15:27:28Z
dc.date.available 2013-01-07T15:27:28Z
dc.date.issued 2006
dc.identifier.uri http://hdl.handle.net/10344/2786
dc.description peer-reviewed en_US
dc.description.abstract Frailty models are now widely used for analyzing multivariate survival data. An open question is how best to determine how to select the most appropriate frailty structure supported by the data. Herein, we develop a proce- dure for selecting the optimal frailty structure from a set of (possibly) non-nested frailty models. Our focus is on the dispersion parameters which define the frailty structure. We propose two new AIC criteria: one based on the deviance for goodness of fit and the other on the extended restricted likelihood (ERL) of Lee and Nelder (1996). A simulation study shows that the AIC based on the extended restricted likelihood is better when attention is focussed on selecting the frailty structure. en_US
dc.language.iso eng en_US
dc.publisher IWSM en_US
dc.relation.ispartofseries Proceedings of the 21st International Workshop on Statistical Modelling;
dc.relation.uri http://www.statmod.org/workshops.htm
dc.subject model selection en_US
dc.subject AIC en_US
dc.subject DIC en_US
dc.subject frailty models en_US
dc.subject h-likelihood en_US
dc.title Model selection for frailty structures en_US
dc.type info:eu-repo/semantics/conferenceObject en_US
dc.type.supercollection all_ul_research en_US
dc.type.supercollection ul_published_reviewed en_US
dc.rights.accessrights info:eu-repo/semantics/openAccess en_US
dc.internal.rssid 1399824


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