Estimation of variance in Cox's regression model with shared gamma frailties.
The Cox regression model with a shared frailty factor allows for unobserved heterogeneity or for statistical dependence between the observed survival times. Estimation in this model when the frailties are assumed to follow a gamma distribution is reviewed, and we address the problem of obtaining variance estimates for regression coefficients, frailty parameter, and cumulative baseline hazards using the observed nonparametric information matrix. A number of examples are given comparing this approach with fully parametric inference in models with piecewise constant baseline hazards.
Andersen
P K
PK
Department of Biostatistics, University of Copenhagen, Denmark.
Klein
J P
JP
Knudsen
K M
KM
Tabanera y Palacios
R
R
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D016588:Anticarcinogenic Agents