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Bayesian estimation of generalized gamma shared frailty model

Author

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  • Sukhmani Sidhu

    (Panjab University)

  • Kanchan Jain

    (Panjab University)

  • Suresh Kumar Sharma

    (Panjab University)

Abstract

Multivariate survival analysis comprises of event times that are generally grouped together in clusters. Observations in each of these clusters relate to data belonging to the same individual or individuals with a common factor. Frailty models can be used when there is unaccounted association between survival times of a cluster. The frailty variable describes the heterogeneity in the data caused by unknown covariates or randomness in the data. In this article, we use the generalized gamma distribution to describe the frailty variable and discuss the Bayesian method of estimation for the parameters of the model. The baseline hazard function is assumed to follow the two parameter Weibull distribution. Data is simulated from the given model and the Metropolis–Hastings MCMC algorithm is used to obtain parameter estimates. It is shown that increasing the size of the dataset improves estimates. It is also shown that high heterogeneity within clusters does not affect the estimates of treatment effects significantly. The model is also applied to a real life dataset.

Suggested Citation

  • Sukhmani Sidhu & Kanchan Jain & Suresh Kumar Sharma, 2018. "Bayesian estimation of generalized gamma shared frailty model," Computational Statistics, Springer, vol. 33(1), pages 277-297, March.
    • Handle: RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0728-0
    DOI: 10.1007/s00180-017-0728-0
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