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http://dx.doi.org/10.7465/jkdi.2012.23.1.199

H-likelihood approach for variable selection in gamma frailty models  

Ha, Il-Do (Daegu Haany University)
Cho, Geon-Ho (Daegu Haany University)
Publication Information
Journal of the Korean Data and Information Science Society / v.23, no.1, 2012 , pp. 199-207 More about this Journal
Abstract
Recently, variable selection methods using penalized likelihood with a shrink penalty function have been widely studied in various statistical models including generalized linear models and survival models. In particular, they select important variables and estimate coefficients of covariates simultaneously. In this paper, we develop a penalize h-likelihood method for variable selection in gamma frailty models. For this we use the smoothly clipped absolute deviation (SCAD) penalty function, which satisfies a good property in variable selection. The proposed method is illustrated using simulation study and a practical data set.
Keywords
Frailty models; h-likelihood; marginal likelihood; penalized likelihood; variable selection;
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Times Cited By KSCI : 4  (Citation Analysis)
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