Frailty or Transformation Models in Survival Analysis and Reliability

Filia Vonta ()
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Filia Vonta: National Technical University of Athens

Chapter Chapter 17 in Recent Advances in System Reliability, 2012, pp 237-251 from Springer

Abstract: Abstract Frailty models are generalizations of the well-known Cox model (Cox, J Roy Stat Soc B 34:187–202, 1972), introduced by Vaupel et al. (Demography 16:439–454, 1979) which are included in a bigger class of models called transformation models. They have received considerable attention over the past couple of decades, especially for the analysis of medical and reliability data that display heterogeneity, which cannot be sufficiently explained by the Cox model. More specifically, the frailty parameter is a random effect term that acts multiplicatively on the hazard intensity function of the Cox model. In this paper we present older and recent results on frailty and transformation models in the parametric and semiparametric setting and for various observational schemes. We deal with efficient estimation of parameters in the uncensored case, right censored case and interval censored and truncated data case.

Keywords: Primary Biliary Cirrhosis; Transformation Model; Nuisance Parameter; Frailty Model; Cumulative Hazard Function (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:ssrchp:978-1-4471-2207-4_17

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DOI: 10.1007/978-1-4471-2207-4_17

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