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A simple estimator for a shared frailty regression model
Author(s) -
Fine Jason P.,
Glidden David V.,
Lee Kristine E.
Publication year - 2003
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00388
Subject(s) - estimator , statistics , regression , simple (philosophy) , proportional hazards model , regression analysis , econometrics , simple linear regression , computer science , estimation , sample (material) , mathematics , engineering , philosophy , epistemology , chemistry , systems engineering , chromatography
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.