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Assessing Gamma Frailty Models for Clustered Failure Time Data

In: Lifetime Data: Models in Reliability and Survival Analysis

Author

Listed:
  • Joanna H. Shih

    (National Heart, Lung, and Blood Institute, Biostatistics Research Branch
    University of Minnesota School of Public Health, Division of Biostatistics)

  • Thomas A. Louis

    (National Heart, Lung, and Blood Institute, Biostatistics Research Branch
    University of Minnesota School of Public Health, Division of Biostatistics)

Abstract

Proportional hazards frailty models use a random effect, so called frailty, to construct association for clustered failure time data. It is customary to assume that the random frailty follows a gamma distribution. In this paper, we propose a graphical method for assessing adequacy of the proportional hazards frailty models. In particular, we focus on the assessment of the gamma distribution assumption for the frailties. We calculate the average of the posterior expected frailties at several followup time points and compare it at these time points to 1, the known mean frailty. Large discrepancies indicate lack of fit. To aid in assessing the goodness of fit, we derive and estimate the standard error of the mean of the posterior expected frailties at each time point examined. We give an example to illustrate the proposed methodology.

Suggested Citation

  • Joanna H. Shih & Thomas A. Louis, 1996. "Assessing Gamma Frailty Models for Clustered Failure Time Data," Springer Books, in: Nicholas P. Jewell & Alan C. Kimber & Mei-Ling Ting Lee & G. A. Whitmore (ed.), Lifetime Data: Models in Reliability and Survival Analysis, pages 299-305, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4757-5654-8_39
    DOI: 10.1007/978-1-4757-5654-8_39
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