Estimation in the positive stable shared frailty Cox proportional hazards model.
Shared frailty models are of interest when one has clustered survival data and when focus is on comparing the lifetimes within clusters and further on estimating the correlation between lifetimes from the same cluster. It is well known that the positive stable model should be preferred to the gamma model in situations where the correlated survival data show a decreasing association with time. In this paper, we devise a likelihood based estimation procedure for the positive stable shared frailty Cox model, which is expected to obtain high efficiency. The proposed estimator is provided with large sample properties and also a consistent estimator of standard errors is given. Simulation studies show that the estimation procedure is appropriate for practical use, and that it is much more efficient than a recently suggested procedure. The suggested methodology is applied to a dataset concerning time to blindness for patients with diabetic retinopathy.
Martinussen
Torben
T
Department of Natural Sciences, The Royal Veterinary and Agricultural University, Thorvaldsensvej 40, DK-1871 Frederiksberg C, Denmark. torbenm@dina.kvl.dk
Pipper
Christian B
CB
D003718:Denmark / Q000453:epidemiology; D003930:Diabetic Retinopathy / Q000453:epidemiology; D005260:Female; D006801:Humans; D015994:Incidence; D016013:Likelihood Functions; D008297:Male; D015999:Multivariate Analysis; D011237:Predictive Value of Tests; D016016:Proportional Hazards Models; D018570:Risk Assessment; D012680:Sensitivity and Specificity