A comparison of non-PH and PH gamma frailty models

The non-PH Canonical Time Dependent Logistic survival regression model described by MacKenzie (1996, 2002), is extended by incorporating a multiplicative Gamma frailty component into the hazard function. The resulting model is obtained in closed form and its properties are compared with the classical PH, Weibull frailty regression model described by (Hougaard, 1994). The performance of the models, with and without frailty, is investigated by re-analyzing some data from the NI lung cancer study (MacKenzie, 1996).