TY - JOUR
T1 - Power family of transformation for Cox's regression with random effects
AU - Yau, Kelvin K.W.
AU - McGilchrist, C. A.
PY - 1999/3/28
Y1 - 1999/3/28
N2 - A random effect survival model with Box-Cox type relative risk function is proposed. It extends the model considered in McGilchrist (1993) by allowing the relative risk function to belong to a power family of transformations. This power family chooses the exponential relative risk function when the transformation parameter (k) tends to zero and the linear hazard when k equals one. Optimal value of k is obtained by maximizing an appropriate log-likelihood function. The proposed scheme is used to analyse two sets of multivariate failure time data. One data set confirms the choice of exponential relative risk function while the other concludes that the usual exponential specification is not optimal. © 1998 Elsevier Science B.V.
AB - A random effect survival model with Box-Cox type relative risk function is proposed. It extends the model considered in McGilchrist (1993) by allowing the relative risk function to belong to a power family of transformations. This power family chooses the exponential relative risk function when the transformation parameter (k) tends to zero and the linear hazard when k equals one. Optimal value of k is obtained by maximizing an appropriate log-likelihood function. The proposed scheme is used to analyse two sets of multivariate failure time data. One data set confirms the choice of exponential relative risk function while the other concludes that the usual exponential specification is not optimal. © 1998 Elsevier Science B.V.
KW - Cox's regression model
KW - General relative risk function
KW - GLMM
KW - Multivariate failure time data
KW - Random effect
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M3 - 21_Publication in refereed journal
VL - 30
SP - 57
EP - 66
JO - Computational Statistics and Data Analysis
JF - Computational Statistics and Data Analysis
SN - 0167-9473
IS - 1
ER -