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 1369-7412
Full text not available from this repository.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.