NDLI: Parameter Estimation of Shared Frailty Models Based on Particle Swarm Optimization

Content Provider	Scilit
Author	Askin, Oykum Esra Inan, Deniz Buyuklu, Ali Hakan
Copyright Year	2016
Description	Standard survival techniques such as proportional hazards model are suffering from the unobserved heterogeneity. Frailty models provide an alternative way in order to account for heterogeneity caused by unobservable risk factors. Although vast studies have been done on estimation procedures, Evolutionary Algorithms (EAs) haven't received much attention in frailty studies. In this paper, we investigate the estimation performance of maximum likelihood estimation (MLE) via Particle Swarm Optimization (PSO) in modelling multivariate survival data with shared gamma frailty. Simulation studies and real data application are performed in order to assess the performance of MLE via PSO, quasi-Newton and conjugate gradient method.
ISSN	19277032
e-ISSN	19277040
DOI	10.5539/ijsp.v6n1p48
Journal	International Journal of Statistics and Probability
Issue Number	1
Volume Number	6
Language	English
Publisher	Canadian Center of Science and Education
Publisher Date	2016-11-13
Access Restriction	Open
Subject Keyword	Statistics and Probability Particle Swarm Optimization Evolutionary Algorithms Risk Factors Frailty Models Survival Data Proportional Hazards Model
Content Type	Text
Resource Type	Article

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