title: Survival Models on Unobserved Heterogeneity and their Applications in Analyzing Large-scale Survey Data.
abstract: In survival analysis, researchers often encounter multivariate survival time data, in which failure times are correlated even in the presence of model covariates. It is argued that because observations are clustered by unobserved heterogeneity, the application of standard survival models can result in biased parameter estimates and erroneous model-based predictions. In this article, the author describes and compares four methods handling unobserved heterogeneity in survival analysis: the Andersen-Gill approach, the robust sandwich variance estimator, the hazard model with individual frailty, and the retransformation method. An empirical analysis provides strong evidence that in the presence of strong unobserved heterogeneity, the application of a standard survival model can yield equally robust parameter estimates and the likelihood ratio statistic as does a corresponding model adding an additional parameter for random effects. When predicting the survival function, however, a standard model on multivariate survival time data can result in serious prediction bias. The retransformation method is effective to derive an adjustment factor for correctly predicting the survival function.
authors.affiliation: DoD Deployment Health Clinical Center, Walter Reed National Military Medical Center, Bethesda, MD 20889, USA ; Department of Psychiatry, F. Edward Hebert School of Medicine, Uniformed Services University of the Health Sciences, Bethesda, MD 20814, USA.
authors.forename: Xian
authors.initials: X
authors.lastname: Liu
keywords: Clusters; Correlated data; Hazard rate models; Heterogeneity; Survival analysis; Unobserved