An Investigation of the Discriminatory Ability of the Clustering Effect of the Frailty Survival Model

Robin Van Oirbeek and Emmanuel Lesaffre
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Robin Van Oirbeek: Department of Biostatistics and Statistical Bioinformatics, KU Leuven University, Belgium
Emmanuel Lesaffre: Department of Biostatistics and Statistical Bioinformatics, KU Leuven University, Belgium

Biostatistics and Biometrics Open Access Journal, 2018, vol. 6, issue 3, 87-98

Abstract: strategy is proposed to examine the importance of the clustering effect of the frailty model by means of the concordance probability. To this end, the methodology proposed in earlier work is extended to general frailty models and a new definition of the concordance probability is developed. The resulting measures allow to separate the discriminatory ability of the covariate effects and the clustering effect on a within- and between-cluster level. Using a Bayesian and a likelihood approach, point estimates and 95% credible/ confidence intervals are computed for the measures. Estimation properties and sensitivity against misspecification are checked in an extensive simulation study.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:6:y:2018:i:3:p:87-98

DOI: 10.19080/BBOAJ.2018.06.555688

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