Semiparametric estimation for nonparametric frailty models using nonparametric maximum likelihood approach. 2021

Chew-Seng Chee, and Il Do Ha, and Byungtae Seo, and Youngjo Lee
Faculty of Ocean Engineering Technology and Informatics, Universiti Malaysia Terengganu, Malaysia.

A consequence of using a parametric frailty model with nonparametric baseline hazard for analyzing clustered time-to-event data is that its regression coefficient estimates could be sensitive to the underlying frailty distribution. Recently, there has been a proposal for specifying both the baseline hazard and the frailty distribution nonparametrically, and estimating the unknown parameters by the maximum penalized likelihood method. Instead, in this paper, we propose the nonparametric maximum likelihood method for a general class of nonparametric frailty models, i.e. models where the frailty distribution is completely unspecified but the baseline hazard can be either parametric or nonparametric. The implementation of the estimation procedure can be based on a combination of either the Broyden-Fletcher-Goldfarb-Shanno or expectation-maximization algorithm and the constrained Newton algorithm with multiple support point inclusion. Simulation studies to investigate the performance of estimation of a regression coefficient by several different model-fitting methods were conducted. The simulation results show that our proposed regression coefficient estimator generally gives a reasonable bias reduction when the number of clusters is increased under various frailty distributions. Our proposed method is also illustrated with two data examples.

UI MeSH Term Description Entries
D003198 Computer Simulation Computer-based representation of physical systems and phenomena such as chemical processes. Computational Modeling,Computational Modelling,Computer Models,In silico Modeling,In silico Models,In silico Simulation,Models, Computer,Computerized Models,Computer Model,Computer Simulations,Computerized Model,In silico Model,Model, Computer,Model, Computerized,Model, In silico,Modeling, Computational,Modeling, In silico,Modelling, Computational,Simulation, Computer,Simulation, In silico,Simulations, Computer
D006801 Humans Members of the species Homo sapiens. Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man
D000073496 Frailty A state of increased vulnerability to stressors, following declines in function and reserves across multiple physiologic systems, characterized by MUSCLE WEAKNESS; FATIGUE; slowed motor performance; low physical activity; and unintentional weight loss. Debility,Frailness,Frailty Syndrome,Debilities,Frailties
D000465 Algorithms A procedure consisting of a sequence of algebraic formulas and/or logical steps to calculate or determine a given task. Algorithm
D016013 Likelihood Functions Functions constructed from a statistical model and a set of observed data which give the probability of that data for various values of the unknown model parameters. Those parameter values that maximize the probability are the maximum likelihood estimates of the parameters. Likelihood Ratio Test,Maximum Likelihood Estimates,Estimate, Maximum Likelihood,Estimates, Maximum Likelihood,Function, Likelihood,Functions, Likelihood,Likelihood Function,Maximum Likelihood Estimate,Test, Likelihood Ratio

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