PH and non-PH frailty models for multivariate survival data

Abstract

We generalize the previously developed Non-PH CTDL-Gamma and the PH Weibull-Gamma frailty models to correlated survival data. In particular, we seek analytical results using the marginal approach, to determine whether the univariate results generalize to the multivariate context. We consider both the shared and correlated frailty cases.We also develop non-parametric frailty models which enable us to check the appropriateness of the assumed distributional form of the random effect.