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Inference in Mixed Proportional Hazard Models with K Random Effects

Guillaume Horny

出版	SSRN, 2010
URL	http://books.google.com.hk/books?id=usXbzwEACAAJ&hl=&source=gbs_api

註釋

A general formulation of Mixed Proportional Hazard models with K random effects is provided. It enables to account for a population stratified at K different levels. We then show how to approximate the partial maximum likelihood estimator using an EM algorithm. In a Monte Carlo study, the behavior of the estimator is assessed and I provide an application to the ratification of ILO conventions. Compared to other procedures, the results indicate an important decrease in computing time, as well as improved convergence and stability.