A new serially correlated gamma-frailty process for longitudinal count data

M. Fiocco, H. Putter, J. C. Van Houwelingen

Research output: Contribution to journalArticlepeer-review

24 Citations (Scopus)


We describe a new multivariate gamma distribution and discuss its implication in a Poisson-correlated gamma-frailty model. This model is introduced to account for between-subjects correlation occurring in longitudinal count data. For likelihood-based inference involving distributions in which high-dimensional dependencies are present, it may be useful to approximate likelihoods based on the univariate or bivariate marginal distributions. The merit of composite likelihood is to reduce the computational complexity of the full likelihood. A 2-stage composite-likelihood procedure is developed for estimating the model parameters. The suggested method is applied to a meta-analysis study for survival curves.

Original languageEnglish
Pages (from-to)245-257
Number of pages13
Issue number2
Publication statusPublished - Apr 2009
Externally publishedYes


  • 2-Stage estimation
  • Composite likelihood
  • Correlated frailty
  • Counting processes
  • Multivariate gamma distribution
  • Repeated events
  • Sandwich estimator


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