Henderson, R. and Oman, J. P. (1999) Effect of frailty on marginal regression estimates in survival. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 61 (2). pp. 367-380. ISSN 1369-7412Full text not available from this repository.
Unexplained heterogeneity in univariate survival data and association in multivariate survival can both be modelled by the inclusion of frailty effects. This paper investigates the consequences of ignoring frailty in analysis, fitting misspecified Cox proportional hazards models to the marginal distributions. Regression coefficients are biased towards 0 by an amount which depends in magnitude on the variability of the frailty terms and the form of frailty distribution. The bias is reduced when censoring is present. Fitted marginal survival curves can also differ substantially from the true marginals.
|Journal or Publication Title:||Journal of the Royal Statistical Society: Series B (Statistical Methodology)|
|Uncontrolled Keywords:||Censoring • Consistency • Cox model • Frailty • Marginal model • Multivariate survival|
|Subjects:||Q Science > QA Mathematics|
|Deposited On:||18 Nov 2008 16:45|
|Last Modified:||13 Jan 2016 11:00|
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