Effect of frailty on marginal regression estimates in survival analysis

Henderson, Robert and Oman, Paul (1999) Effect of frailty on marginal regression estimates in survival analysis. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 61 (2). pp. 367-379. ISSN 1369 7412

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Official URL: http://dx.doi.org/10.1111/1467-9868.00182


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
Uncontrolled Keywords: Censoring, consistency, Cox model, frailty, marginal model, multivariate survival
Subjects: G100 Mathematics
Department: Faculties > Engineering and Environment > Mathematics, Physics and Electrical Engineering
Depositing User: Becky Skoyles
Date Deposited: 16 Feb 2015 11:04
Last Modified: 12 Oct 2019 22:55
URI: http://nrl.northumbria.ac.uk/id/eprint/19138

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