frailty models robust maximum likelihood estimation
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Pliska Studia Mathematica Bulgarica, Vol. 17, No 1, (2005), 5p-12p
This study considers a robust properties of correlated frailty models. The dependence between related individuals must be considered in order to be studied the difference between the gene information and the environment as causes of death. To do that, one can introduce the frailty parameter Z, which can be decomposed as Z =Zg+Ze, where Zg represents the frailty, due to the gene information, and Ze represents the influence of the environment. Using the WLTE(k) one can obtain a robust maximum likelihood estimation of the unknown parameters of the model.