A linear mixed-effects model for multivariate censored data

Wei Pan, Thomas A. Louis

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

Abstract

We apply a linear mixed-effects model to multivariate failure time data. Computation of the regression parameters involves the Buckley-James method in an iterated Monte Carlo expectation-maximization algorithm, wherein the Monte Carlo E-step is implemented using the Metropolis-Hastings algorithm. From simulation studies, this approach compares favorably with the marginal independence approach, especially when there is a strong within-cluster correlation.

Original languageEnglish (US)
Pages (from-to)160-166
Number of pages7
JournalBiometrics
Volume56
Issue number1
DOIs
StatePublished - Mar 2000

Keywords

  • Buckley-James method
  • Generalized estimating equations
  • Least squares
  • Metropolis-Hastings algorithm
  • Monte Carlo expectation- maximization
  • Restricted maximum likelihood estimation

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