Maples Jerry J, Murphy Susan A, Axinn William G
The Methodology Center and Department of Statistics, Pennsylvania State University, 326 Thomas Building, University Park, Pennsylvania 16802, USA.
Biometrics. 2002 Dec;58(4):754-63. doi: 10.1111/j.0006-341x.2002.00754.x.
We extend the proportional hazards model to a two-level model with a random intercept term and random coefficients. The parameters in the multilevel model are estimated by a combination of EM and Newton-Raphson algorithms. Even for samples of 50 groups, this method produces estimators of the fixed effects coefficients that are approximately unbiased and normally distributed. Two different methods, observed information and profile likelihood information, will be used to estimate the standard errors. This work is motivated by the goal of understanding the determinants of contraceptive use among Nepalese women in the Chitwan Valley Family Study (Axinn, Barber, and Ghimire, 1997). We utilize a two-level hazard model to examine how education and access to education for children covary with the initiation of permanent contraceptive use.
我们将比例风险模型扩展为具有随机截距项和随机系数的两级模型。多级模型中的参数通过期望最大化（EM）算法和牛顿-拉弗森算法相结合来估计。即使对于50组的样本，该方法产生的固定效应系数估计量也近似无偏且呈正态分布。将使用两种不同的方法，即观测信息和轮廓似然信息，来估计标准误差。这项工作的动机是为了实现了解奇旺山谷家庭研究（Axinn、Barber和Ghimire，1997年）中尼泊尔妇女避孕措施使用的决定因素这一目标。我们利用两级风险模型来研究教育以及儿童接受教育的机会与开始使用永久性避孕措施之间的协变关系。
