Frailty in survival analysis models (parametric frailty, parametric shared frailty, and frailty in Cox models

Roberto G. Gutierrez ()
Additional contact information
Roberto G. Gutierrez: Stata Corporation

No 17, United Kingdom Stata Users' Group Meetings 2001 from Stata Users Group

Abstract: Frailty models are used to model survival times in the presence of overdispersion or group-specific random effects. The latter are distinguished from the former by the term "shared" frailty models. With the release of Stata 7, estimation of parametric non-shared frailty models is now possible, and the new models appear as extensions to the six parametric survival models previously available. The overdispersion in this case is represented by an unobservable multiplicative effect on the hazard, or frailty. For purposes of estimation this frailty is then assumed to either follow a gamma or inverse-Gaussian distribution. Parametric shared frailty models are the next logical step in the development in this area, and will soon be available as an update to Stata 7. For these models, the random unobservable frailty effects are assumed to follow either a gamma or inverse-Gaussian distribution, but are constrained to be equal over those observations from a given group or panel. Frailty models and shared frailty models for parametric regression with survival data will be discussed, along with avenues for future development at Stata Corp. in this area, in particular, an application of the frailty principle to Cox regression. Series: United Kingdom Stata Users' Group Meeting, 2001

Date: 2001-04-25
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/RePEc/usug2001/uk7.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:usug01:17

Access Statistics for this paper

More papers in United Kingdom Stata Users' Group Meetings 2001 from Stata Users Group Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().