Stacked Laplace-EM algorithm for duration models with time-varying and random effects

DOI10.1016/j.csda.2007.08.010zbMath1452.62206OpenAlexW2000650362MaRDI QIDQ1023581

Florin Vaida, Ronghui Xu, Göran Kauermann

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.08.010

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Censored data models (62N01) Statistical aspects of information-theoretic topics (62B10)

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Penalized likelihood approach for simultaneous analysis of survival time and binary longitudinal outcome, On the random effects Cox model with time-varying regression parameter, Building Cox-type structured hazard regression models with time-varying effects

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