• Title/Summary/Keyword: 베이지안 부스트랩

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Analysis of the Frailty Model with Many Ties (동측치가 많은 FRAILTY 모형의 분석)

  • Kim Yongdai;Park Jin-Kyung
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.67-81
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    • 2005
  • Most of the previously proposed methods for the frailty model do not work well when there are many tied observations. This is partly because the empirical likelihood used is not suitable for tied observations. In this paper, we propose a new method for the frailty model with many ties. The proposed method obtains the posterior distribution of the parameters using the binomial form empirical likelihood and Bayesian bootstrap. The proposed method yields stable results and is computationally fast. To compare the proposed method with the maximum marginal likelihood approach, we do simulations.