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Shared frailty model for recurrent event data with multiple causes

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  • P. G. Sankaran
  • P. Anisha
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    Abstract

    The topic of heterogeneity in the analysis of recurrent event data has received considerable attention recent times. Frailty models are widely employed in such situations as they allow us to model the heterogeneity through common random effect. In this paper, we introduce a shared frailty model for gap time distributions of recurrent events with multiple causes. The parameters of the model are estimated using EM algorithm. An extensive simulation study is used to assess the performance of the method. Finally, we apply the proposed model to a real-life data.

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    File URL: http://hdl.handle.net/10.1080/02664763.2011.570321
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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal Journal of Applied Statistics.

    Volume (Year): 38 (2011)
    Issue (Month): 12 (February)
    Pages: 2859-2868

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    Handle: RePEc:taf:japsta:v:38:y:2011:i:12:p:2859-2868

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    Cited by:
    1. Sankaran, P.G. & Anisha, P., 2012. "Additive hazards models for gap time data with multiple causes," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1454-1462.

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