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Robust frailty modelling using non-proportional hazards models
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Date
2010
Abstract
Correlated survival times can be modelled by introducing a random effect, or frailty component, into the hazard function. For multivariate survival data we extend a non-PH model, the generalized time-dependent logistic survival model, to include random effects. The hierarchical-likelihood procedure, which obviates the need for marginalization over the random effect distribution, is derived for this extended model and its properties discussed. The extended model leads to a robust estimation result for the regression parameters against the mis-specification of the form of the basic hazard function or frailty distribution compared to PH-based alternatives. The proposed method is illustrated by two practical examples and a simulation study which demonstrate the advantages of the new model.
Supervisor
Description
peer-reviewed
Publisher
SAGE Publications Ltd.
Citation
Statistical Modelling;10(3), pp. 315-332
ULRR Identifiers
Funding code
Funding Information
Korea Research Foundation, Science Foundation Ireland (SFI)