Analysis of Bivariate Survival Data using Shared Inverse Gaussian Frailty Model

David D. Hanagal and Richa Sharma

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 7, 1351-1380

Abstract: In this article, we consider shared frailty model with inverse Gaussian distribution as frailty distribution and log-logistic distribution (LLD) as baseline distribution for bivariate survival times. We fit this model to three real-life bivariate survival data sets. The problem of analyzing and estimating parameters of shared inverse Gaussian frailty is the interest of this article and then compare the results with shared gamma frailty model under the same baseline for considered three data sets. Data are analyzed using Bayesian approach to the analysis of clustered survival data in which there is a dependence of failure time observations within the same group. The variance component estimation provides the estimated dispersion of the random effects. We carried out a test for frailty (or heterogeneity) using Bayes factor. Model comparison is made using information criteria and Bayes factor. We observed that the shared inverse Gaussian frailty model with LLD as baseline is the better fit for all three bivariate data sets.

Date: 2015
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:7:p:1351-1380

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DOI: 10.1080/03610926.2013.768663

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