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An Investigation of the Discriminatory Ability of the Clustering Effect of the Frailty Survival Model

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  • Robin Van Oirbeek

    (Department of Biostatistics and Statistical Bioinformatics, KU Leuven University, Belgium)

  • Emmanuel Lesaffre

    (Department of Biostatistics and Statistical Bioinformatics, KU Leuven University, Belgium)

Abstract

strategy is proposed to examine the importance of the clustering effect of the frailty model by means of the concordance probability. To this end, the methodology proposed in earlier work is extended to general frailty models and a new definition of the concordance probability is developed. The resulting measures allow to separate the discriminatory ability of the covariate effects and the clustering effect on a within- and between-cluster level. Using a Bayesian and a likelihood approach, point estimates and 95% credible/ confidence intervals are computed for the measures. Estimation properties and sensitivity against misspecification are checked in an extensive simulation study.

Suggested Citation

  • Robin Van Oirbeek & Emmanuel Lesaffre, 2018. "An Investigation of the Discriminatory Ability of the Clustering Effect of the Frailty Survival Model," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 6(3), pages 87-98, April.
    • Handle: RePEc:adp:jbboaj:v:6:y:2018:i:3:p:87-98
    DOI: 10.19080/BBOAJ.2018.06.555688
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    References listed on IDEAS

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    1. Patrick J. Heagerty & Yingye Zheng, 2005. "Survival Model Predictive Accuracy and ROC Curves," Biometrics, The International Biometric Society, vol. 61(1), pages 92-105, March.
    2. Van Oirbeek, R. & Lesaffre, E., 2012. "Assessing the predictive ability of a multilevel binary regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1966-1980.
    3. Thomas A. Gerds & Martin Schumacher, 2007. "Efron-Type Measures of Prediction Error for Survival Analysis," Biometrics, The International Biometric Society, vol. 63(4), pages 1283-1287, December.
    4. C. A. Field & A. H. Welsh, 2007. "Bootstrapping clustered data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(3), pages 369-390, June.
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