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Effect of frailty on marginal regression estimates in survival.

Henderson, R. and Oman, J. P. (1999) Effect of frailty on marginal regression estimates in survival. Journal of the Royal Statistical Society, Series B, 61 (2). pp. 367-380. ISSN 1467-9868

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Abstract

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.

Item Type: Article
Journal or Publication Title: Journal of the Royal Statistical Society, Series B
Uncontrolled Keywords: Censoring • Consistency • Cox model • Frailty • Marginal model • Multivariate survival
Subjects: Q Science > QA Mathematics
Departments: UNSPECIFIED
ID Code: 19417
Deposited By: ep_ss_importer
Deposited On: 18 Nov 2008 16:45
Refereed?: Yes
Published?: Published
Last Modified: 06 Sep 2013 18:05
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/19417

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