Abstract
This work considers two specific estimation techniques for the family-specific proportional hazards model and for the population-averaged proportional hazards model. So far, these two estimation procedures were presented and studied under the gamma frailty distribution mainly because of its simple interpretation and mathematical tractability. Modifications of both procedures for other frailty distributions, such as the inverse Gaussian, positive stable and a specific case of discrete distribution, are presented. By extensive simulations, it is shown that under the family-specific proportional hazards model, the gamma frailty model appears to be robust to frailty distribution mis-specification in both bias and efficiency loss in the marginal parameters. The population-averaged proportional hazards model, is found to be robust under the gamma frailty model mis-specification only under moderate or weak dependency within cluster members.
| Original language | English |
|---|---|
| Pages (from-to) | 1449-1470 |
| Number of pages | 22 |
| Journal | Journal of Statistical Computation and Simulation |
| Volume | 82 |
| Issue number | 10 |
| DOIs | |
| State | Published - 1 Oct 2012 |
| Externally published | Yes |
Bibliographical note
Funding Information:This work is supported in part by grants from the USA – Israel Binational Science Foundation (BSF) (grant number 2006412) and from the National Institute of Health (RO1 AG14358 and P01 CA53996).
Funding
This work is supported in part by grants from the USA – Israel Binational Science Foundation (BSF) (grant number 2006412) and from the National Institute of Health (RO1 AG14358 and P01 CA53996).
| Funders | Funder number |
|---|---|
| National institute of Health | P01 CA53996, RO1 AG14358 |
| USA – Israel Binational Science Foundation | |
| United States-Israel Binational Science Foundation | 2006412 |
Keywords
- case-control family study
- clustered survival data
- frailty model
- marginalized hazard function