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Robust frailty modelling using non-proportional hazards models

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dc.contributor.author Do Ha, II
dc.contributor.author MacKenzie, Gilbert
dc.date.accessioned 2013-05-15T11:54:41Z
dc.date.available 2013-05-15T11:54:41Z
dc.date.issued 2010
dc.identifier.uri http://hdl.handle.net/10344/3095
dc.description peer-reviewed en_US
dc.description.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. en_US
dc.language.iso eng en_US
dc.publisher SAGE Publications en_US
dc.relation.ispartofseries Statistical Modelling;10(3), pp. 315-332
dc.relation.uri http://dx.doi.org/10.1177/1471082X0801000304
dc.rights © SAGE Publications en_US
dc.subject frailty models en_US
dc.subject Generalized time-dependent logistic (GTDL) en_US
dc.subject hierarchical likelihood en_US
dc.subject non-PH model en_US
dc.subject random effect en_US
dc.title Robust frailty modelling using non-proportional hazards models en_US
dc.type info:eu-repo/semantics/article en_US
dc.type.supercollection all_ul_research en_US
dc.type.supercollection ul_published_reviewed en_US
dc.contributor.sponsor Korea Research Foundation en_US
dc.contributor.sponsor SFI en_US
dc.relation.projectid KRF-2006-013-C00092 en_US
dc.relation.projectid 07/MI/012 en_US
dc.rights.accessrights info:eu-repo/semantics/openAccess en_US


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