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Modeling Random Effects for Censored Data by a Multivariate Normal Regression Model
Author(s) -
Klein John P.,
Pelz Corey,
Zhang Meijie
Publication year - 1999
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/j.0006-341x.1999.00497.x
Subject(s) - statistics , multivariate statistics , random effects model , proportional hazards model , mathematics , econometrics , multivariate normal distribution , regression , regression analysis , medicine , meta analysis
Summary. A normal distribution regression model with a frailty‐like factor to account for statistical dependence between the observed survival times is introduced. This model, as opposed to standard hazard‐based frailty models, has survival times that, conditional on the shared random effect, have an accelerated failure time representation. The dependence properties of this model are discussed and maximum likelihood estimation of the model's parameters is considered. A number of examples are considered to illustrate the approach. The estimated degree of dependence is comparable to other models, but the present approach has the advantage that the interpretation of the random effect is simpler than in the frailty model.