A serially correlated gamma frailty model for longitudinal count data

被引:70
|
作者
Henderson, R [1 ]
Shimakura, S
机构
[1] Univ Lancaster, Dept Math & Stat, Lancaster LA1 4YF, England
[2] Univ Fed Parana, Dept Estatist, BR-81531990 Curitiba, Parana, Brazil
关键词
composite likelihood; multivariate gamma distribution; patient-controlled analgesia; recurrent event data;
D O I
10.1093/biomet/90.2.355
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
A Poisson-gamma model is introduced to account for between-subjects heterogeneity and within-subjects serial correlation occurring in longitudinal count data. The model extends the usual time-constant shared frailty approach to allow time-varying serially correlated gamma frailty whilst retaining standard marginal assumptions. A composite likelihood approach to estimation and testing for serial correlation is proposed. The work is motivated by a, clinical trial on patient-controlled analgesia where the number of analgesic doses taken, by hospital patients in successive time intervals following abdominal surgery is recorded.
引用
收藏
页码:355 / 366
页数:12
相关论文
共 50 条
  • [21] Simulating correlated count data
    L. Madsen
    D. Dalthorp
    Environmental and Ecological Statistics, 2007, 14 : 129 - 148
  • [22] EFFICIENT ESTIMATION IN PANEL DATA PARTIALLY ADDITIVE LINEAR MODEL WITH SERIALLY CORRELATED ERRORS
    You, Jinhong
    Zhou, Xian
    STATISTICA SINICA, 2013, 23 (01) : 271 - 303
  • [23] A computation saving Jackknife approach to receptor model uncertainty statements for serially correlated data
    Spiegelman, Clifford H.
    Park, Eun Sug
    CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, 2007, 88 (02) : 170 - 182
  • [24] A study of dealing serially correlated data in GED techniques
    Hiremath, Nivedita
    Kumar, Naveen S.
    Narayanan, Surya N. S.
    Jeyanthi, R.
    2017 IEEE INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING, INFORMATICS, COMMUNICATION AND ENERGY SYSTEMS (SPICES), 2017,
  • [25] ON THE GAMMA FRAILTY MODEL
    Dimitrakopoulou, Theodora
    Adamidis, Konstantinos
    Loukas, Sotirios
    ADVANCES AND APPLICATIONS IN STATISTICS, 2006, 6 (01) : 41 - 52
  • [26] Comparisons of multivariate relational structures in serially correlated data
    Cohn, RD
    JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS, 1999, 4 (03) : 238 - 257
  • [27] A marginalized model for zero-inflated, overdispersed and correlated count data
    Iddia, Samuel
    Molenberghs, Geert
    ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS, 2013, 6 (02) : 149 - 165
  • [28] A Distribution-Free Model for Longitudinal Metagenomic Count Data
    Luo, Dan
    Liu, Wenwei
    Chen, Tian
    An, Lingling
    GENES, 2022, 13 (07)
  • [29] TEST OF HYPOTHESES IN A TIME TREND PANEL DATA MODEL WITH SERIALLY CORRELATED ERROR COMPONENT DISTURBANCES
    Baltagi, Badi H.
    Kao, Chihwa
    Liu, Long
    ESSAYS IN HONOR OF PETER C. B. PHILLIPS, 2014, 33 : 347 - 394
  • [30] Testing for shifts in a time trend panel data model with serially correlated error component disturbances
    Baltagi, Badi H.
    Kao, Chihwa
    Liu, Long
    ECONOMETRIC REVIEWS, 2020, 39 (08) : 745 - 762