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An Algorithm for Robust Inference for the Cox Model with Frailties |
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| Authors: | Muhammad Jalaluddin Michael R. Kosorok |
| Affiliation: | 1. Department of Statistics , University of Wisconsin , Madison , WI , 53706 , USA;2. Departments of Statistics and Biostatistics &3. Medical Informatics , University of Wisconsin , Madison , WI , 53706 , USA |
| Abstract: | Abstract This article proposes a robust method of statistical inference for the Cox's proportional hazards model with frailties. We use the Metropolis—Hastings algorithm and the bootstrap method. We present a computationally efficient algorithm with a customized data structure to implement this method and demonstrate this technique with real data. |
| Keywords: | Bootstrap Frailty Markov chain Monte Carlo Proportional hazards model Robust inference |