Fitting parametric frailty and mixture models under biased sampling

P. Economou and C. Caroni

Journal of Applied Statistics, 2009, vol. 36, issue 1, 53-66

Abstract: Biased sampling from an underlying distribution with p.d.f. f(t), t>0, implies that observations follow the weighted distribution with p.d.f. fw(t)=w(t)f(t)/E[w(T)] for a known weight function w. In particular, the function w(t)=tα has important applications, including length-biased sampling (α=1) and area-biased sampling (α=2). We first consider here the maximum likelihood estimation of the parameters of a distribution f(t) under biased sampling from a censored population in a proportional hazards frailty model where a baseline distribution (e.g. Weibull) is mixed with a continuous frailty distribution (e.g. Gamma). A right-censored observation contributes a term proportional to w(t)S(t) to the likelihood; this is not the same as Sw(t), so the problem of fitting the model does not simply reduce to fitting the weighted distribution. We present results on the distribution of frailty in the weighted distribution and develop an EM algorithm for estimating the parameters of the model in the important Weibull-Gamma case. We also give results for the case where f(t) is a finite mixture distribution. Results are presented for uncensored data and for Type I right censoring. Simulation results are presented, and the methods are illustrated on a set of lifetime data.

Keywords: weighted distribution; biased sampling; frailty; finite mixture; Weibull distribution; Burr distribution; Type I right censoring; EM algorithm (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1080/02664760802382525

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