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A simulation study of different correlated frailty models and estimation strategies

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TLDR
In this paper, the behavior of the parameter estimates when using different estimation strategies was examined in correlated frailty models, and a strong dependence between the two parameter estimates (variance and correlation of frailties) in the multivariate correlated Frailty model was detected and analyzed in detail.
Abstract
Frailty models are becoming more and more popular in the area of multivariate survival analysis. In particular, shared frailty models are often used despite their limitations. To overcome the disadvantages of shared frailty models numerous correlated frailty models were established during the last decade. In the present study we examine correlated frailty models, especially the behavior of the parameter estimates when using different estimation strategies. Three different frailty models are considered: the gamma model and two versions of the log-normal model. The traditional maximum likelihood procedure of parameter estimation in the gamma case with an explicit available likelihood function is compared with maximum likelihood methods based on numerical integration and a Bayesian approach using MCMC methods with the help of a comprehensive simulation study. A strong dependence between the two parameter estimates (variance and correlation of frailties) in the multivariate correlated frailty model is detected and analyzed in detail.

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References
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Journal ArticleDOI

The impact of heterogeneity in individual frailty on the dynamics of mortality.

TL;DR: Calculations based on Swedish mortality data suggest that standard methods overestimate current life expectancy and potential gains in life expectancy from health and safety interventions, while underestimating rates of individual aging, past progress in reducing mortality, and mortality differentials between pairs of populations.
Journal ArticleDOI

A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence

TL;DR: In this article, a related model for association in bivariate survivorship time distributions is proposed for the analysis of familial tendency in disease incidence, which is related to more specifically epidemiological models.
Book

Analysis of Multivariate Survival Data

TL;DR: This work presents a meta-modelling architecture for shared frailty models that combines single-state and multi-state models, and shows clear patterns in how these models are modified for recurrent events.
Journal ArticleDOI

A Language and Program for Complex Bayesian Modelling

TL;DR: This work describes some general purpose software that is currently developing for implementing Gibbs sampling: BUGS (Bayesian inference using Gibbs sampling), written in Modula-2 and runs under both DOS and UNIX.
Journal ArticleDOI

Regression with frailty in survival analysis.

TL;DR: In studies of survival, the hazard function for each individual may depend on observed risk variables but usually not all such variables are known or measurable, so a model including frailty is fitted to such repeated measures of recurrence times.
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