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A Non‐parametric Frailty Model for Temporally Clustered Multivariate Failure Times

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  • Tommi Härkänen
  • Hannu Hausen
  • Jorma I. Virtanen
  • Elja Arjas

Abstract

A model is introduced here for multivariate failure time data arising from heterogenous populations. In particular, we consider a situation in which the failure times of individual subjects are often temporally clustered, so that many failures occur during a relatively short age interval. The clustering is modelled by assuming that the subjects can be divided into ‘internally homogenous’ latent classes, each such class being then described by a time‐dependent frailty profile function. As an example, we reanalysed the dental caries data presented earlier in Härkänen et al. [Scand. J. Statist. 27 (2000) 577], as it turned out that our earlier model could not adequately describe the observed clustering.

Suggested Citation

  • Tommi Härkänen & Hannu Hausen & Jorma I. Virtanen & Elja Arjas, 2003. "A Non‐parametric Frailty Model for Temporally Clustered Multivariate Failure Times," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(3), pages 523-533, September.
  • Handle: RePEc:bla:scjsta:v:30:y:2003:i:3:p:523-533
    DOI: 10.1111/1467-9469.00346
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