title: Estimation of variance in Cox's regression model with shared gamma frailties.
abstract: 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.
authors.affiliation: Department of Biostatistics, University of Copenhagen, Denmark.
authors.forename: P K
authors.initials: PK
authors.lastname: Andersen
authors.forename: J P
authors.initials: JP
authors.lastname: Klein
authors.forename: K M
authors.initials: KM
authors.lastname: Knudsen
authors.forename: R
authors.initials: R
authors.lastname: Tabanera y Palacios
mesh_terms: D000328:Adult; D000818:Animals; D016588:Anticarcinogenic Agents / Q000627:therapeutic use; D002056:Burns / Q000601:surgery; D003327:Coronary Disease / Q000453:epidemiology / Q000235:genetics / Q000517:prevention & control; D005260:Female; D006650:Histocompatibility Testing; D006801:Humans; D008297:Male; D015233:Models, Statistical; D015999:Multivariate Analysis; D009374:Neoplasms, Experimental / Q000517:prevention & control; D018579:Patient Selection; D016012:Poisson Distribution; D016016:Proportional Hazards Models; D051381:Rats; D012044:Regression Analysis; D016038:Skin Transplantation / Q000276:immunology; D016019:Survival Analysis; D014184:Transplantation, Homologous
chemical_list: D016588:Anticarcinogenic Agents