Shared frailty model for recurrent event data with multiple causes

P. G. Sankaran and P. Anisha

Journal of Applied Statistics, 2011, vol. 38, issue 12, 2859-2868

Abstract: The topic of heterogeneity in the analysis of recurrent event data has received considerable attention recent times. Frailty models are widely employed in such situations as they allow us to model the heterogeneity through common random effect. In this paper, we introduce a shared frailty model for gap time distributions of recurrent events with multiple causes. The parameters of the model are estimated using EM algorithm. An extensive simulation study is used to assess the performance of the method. Finally, we apply the proposed model to a real-life data.

Date: 2011
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DOI: 10.1080/02664763.2011.570321

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