Scaled Consistent Estimation of Regression Parameters in Frailty Models

Tadeusz Bednarski; Magdalena Skolimowska-Kulig

doi:10.18778/0208-6018.338.08

Authors

Tadeusz Bednarski University of Wrocław, Faculty of Law, Administration and Economics, Institute of Economic Sciences
Magdalena Skolimowska-Kulig University of Wrocław, Faculty of Law, Administration and Economics, Institute of Economic Sciences

DOI:

https://doi.org/10.18778/0208-6018.338.08

Keywords:

frailty models, maximum likelihood estimation, Fisher consistency

Abstract

A computationally attractive method of estimation of parameters for a class of frailty regression models is discussed. The method uses maximum likelihood estimation for the classical exponential regression model. Scaled Fisher consistency is shown to hold and a simulation study indicating good asymptotic properties of the method, as well as real data case analysis, are presented.

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