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A serially correlated gamma frailty model for longitudinal count data.

Henderson, Robin; and Shimakura, Silvia (2003) A serially correlated gamma frailty model for longitudinal count data. Biometrika, 90 (2). pp. 355-366. ISSN 1464-3510

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Abstract

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.

Item Type: Article
Journal or Publication Title: Biometrika
Uncontrolled Keywords: Composite likelihood ; Multivariate gamma distribution ; Patient-controlled analgesia ; Recurrent event data.
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 10034
Deposited By: Mrs Yaling Zhang
Deposited On: 26 Jun 2008 13:50
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 14:42
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/10034

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