IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Parametric frailty and shared frailty survival models

Listed author(s):
  • Roberto G. Gutierrez

    (Stata Corporation)

Registered author(s):

    Frailty models are the survival data analog to regression models, which account for heterogeneity and random effects. A frailty is a latent multiplicative effect on the hazard function and is assumed to have unit mean and variance theta, which is estimated along with the other model parameters. A frailty model is an heterogeneity model where the frailties are assumed to be individual- or spell-specific. A shared frailty model is a random effects model where the frailties are common (or shared) among groups of individuals or spells and are randomly distributed across groups. Parametric frailty models were made available in Stata with the release of Stata 7, while parametric shared frailty models were made available in a recent series of updates. This article serves as a primer to those fitting parametric frailty models in Stata via the streg command. Frailty models are compared to shared frailty models, and both are shown to be equivalent in certain situations. The user-specified form of the distribution of the frailties (whether gamma or inverse Gaussian) is shown to subtly affect the interpretation of the results. Methods for obtaining predictions that are either conditional or unconditional on the frailty are discussed. An example that analyzes the time to recurrence of infection after catheter insertion in kidney patients is studied. Copyright 2002 by Stata Corporation.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    Article provided by StataCorp LP in its journal Stata Journal.

    Volume (Year): 2 (2002)
    Issue (Month): 1 (February)
    Pages: 22-44

    in new window

    Handle: RePEc:tsj:stataj:v:2:y:2002:i:1:p:22-44
    Contact details of provider: Web page:

    Order Information: Web:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:2:y:2002:i:1:p:22-44. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)

    or (Lisa Gilmore)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.