A simple estimator for a shared frailty regression model

Authors: Fine, Jason P.¹; Glidden, David V.²; Lee, Kristine E.¹

Source: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Volume 65, Number 1, February 2003 , pp. 317-329(13)

Publisher: Wiley-Blackwell

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Abstract:

Summary.

We propose a simple estimation procedure for a proportional hazards frailty regression model for clustered survival data in which the dependence is generated by a positive stable distribution. Inferences for the frailty parameter can be obtained by using output from Cox regression analyses. The computational burden is substantially less than that of the other approaches to estimation. The large sample behaviour of the estimator is studied and simulations show that the approximations are appropriate for use with realistic sample sizes. The methods are motivated by studies of familial associations in the natural history of diseases. Their practical utility is illustrated with sib pair data from Beaver Dam, Wisconsin.

Keywords: Cluster effect; Genetic epidemiology; Multiplicative hazards; Partial likelihood; Ratio estimator; Semiparametric estimation; Stratification

Document Type: Research article

DOI: http://dx.doi.org/10.1111/1467-9868.00388

Affiliations: 1: University of Wisconsin, Madison, USA 2: University of California, San Francisco, USA

Publication date: 2003-02-01