Glidden D V
Department of Epidemiology and Biostatistics, University of California, San Francisco 94143, USA.
Lifetime Data Anal. 2000 Jun;6(2):141-56. doi: 10.1023/a:1009664011060.
This paper describes the properties of a two-stage estimator of the dependence parameter in the Clayton-Oakes multivariate failure time model. The parameter is estimated from a likelihood function in which the marginal hazard functions are replaced by estimates. The method extends the approach of Shih and Louis (1995) and Genest, Ghoudi and Rivest (1995) to allow the marginal hazard for failure times to follow a stratified Cox (1972) model. The method is computationally simple and under mild regularity conditions produces a consistent, asymptotically normal estimator.
本文描述了Clayton-Oakes多元失效时间模型中相依参数的两阶段估计量的性质。该参数是从一个似然函数中估计出来的，在这个似然函数中，边际风险函数被估计值所取代。该方法扩展了Shih和Louis（1995年）以及Genest、Ghoudi和Rivest（1995年）的方法，以允许失效时间的边际风险遵循分层Cox（1972年）模型。该方法计算简单，在适度的正则条件下产生一个一致的、渐近正态的估计量。
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