Frailty, Profile Likelihood and (Medfly) Mortality

Unobserved heterogeneity is an increasingly common feature of statistical survival analysis where it is often referred to as frailty. Parametric mixture models are frequently used to capture these effects, but it is sometimes desirable to consider nonparametric mixture models as well. We illustrate the latter approach with a reanalysis of the well-known large scale medfly mortality study of Carey, Liedo, Orozco, and Vaupel (1992). Recent developments in convex optimization are exploited to expand the applicability of the Kiefer-Wolfowitz nonparametric maximum likelihood estimator for mixture models. Some ensuing problems of profile likelihood are also addressed. 1.