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A simple estimator for a shared frailty regression model

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  • Jason P. Fine
  • David V. Glidden
  • Kristine E. Lee

Abstract

Summary. We propose a simple estimation procedure for a proportional hazards frailty regression model for clustered survival data in which the dependence is generated by a positive stable distribution. Inferences for the frailty parameter can be obtained by using output from Cox regression analyses. The computational burden is substantially less than that of the other approaches to estimation. The large sample behaviour of the estimator is studied and simulations show that the approximations are appropriate for use with realistic sample sizes. The methods are motivated by studies of familial associations in the natural history of diseases. Their practical utility is illustrated with sib pair data from Beaver Dam, Wisconsin.

Suggested Citation

  • Jason P. Fine & David V. Glidden & Kristine E. Lee, 2003. "A simple estimator for a shared frailty regression model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 317-329, February.
    • Handle: RePEc:bla:jorssb:v:65:y:2003:i:1:p:317-329
    DOI: 10.1111/1467-9868.00388
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    Cited by:

    1. Dandan Liu & John D. Kalbfleisch & Douglas E. Schaubel, 2011. "A Positive Stable Frailty Model for Clustered Failure Time Data with Covariate-Dependent Frailty," Biometrics, The International Biometric Society, vol. 67(1), pages 8-17, March.
    2. David D. Hanagal, 2022. "Correlated Positive Stable Frailty Models Based on Reversed Hazard Rate," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 14(1), pages 42-65, April.
    3. David Hanagal, 2009. "Weibull extension of bivariate exponential regression model with different frailty distributions," Statistical Papers, Springer, vol. 50(1), pages 29-49, January.
    4. David D. Hanagal, 2021. "RETRACTED ARTICLE: Positive Stable Shared Frailty Models Based on Additive Hazards," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(3), pages 431-453, December.
    5. Zhang, Jiajia & Peng, Yingwei, 2007. "An alternative estimation method for the accelerated failure time frailty model," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4413-4423, May.

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