Effect of frailty on marginal regression estimates in survival analysis

• 成果类型: Article
• 署名作者: Henderson, R; Oman, P
• 署名单位: Lancaster University; Northumbria University
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/1467-9868.00182
• 发表日期: 1999
• 页码: 367-379
• 关键词: FAILURE TIME DATA; proportional hazards model; cox model; lifetimes; covariate; inference

摘要

Unexplained heterogeneity in univariate survival data end association in multivariate survival can both be modelled by the inclusion of frailty effects. This paper investigates the consequences of ignoring frailty in analysis, fitting misspecified Cox proportional hazards models to the marginal distributions. Regression coefficients are biased towards 0 by an amount which depends in magnitude on the variability of the frailly terms and the form of frailty distribution. The bias is reduced when censoring is present. Fitted marginal survival curves can also differ substantially from the true marginals.