A comparison of different bivariate correlated frailty models and estimation strategies

Détails

ID Serval
serval:BIB_7E89A4C94E13
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Titre
A comparison of different bivariate correlated frailty models and estimation strategies
Périodique
Mathematical Biosciences
Auteur(s)
Wienke Andreas, Arbeev Konstantin G., Locatelli Isabella, Yashin Anatoli I.
ISSN
0025-5564
Statut éditorial
Publié
Date de publication
2005
Volume
198
Numéro
1
Pages
1-13
Notes
SAPHIRID:58628
Résumé
Frailty models are becoming increasingly popular in multivariate survival analysis. Shared frailty models in particular are often used despite their limitations. To overcome their disadvantages numerous correlated frailty models were established during the last decade. In the present study, we examine bivariate correlated frailty models, and especially the behavior of the parameter estimates when using different estimation strategies. We consider three different bivariate frailty models: 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. We detected a strong dependence between the two parameter estimates (variance and correlation of frailties) in the bivariate correlated frailty model and analyzed this dependence in detail. [Authors]
Mots-clé
Bayes Theorem , Likelihood Functions , Models, Statistical , Multivariate Analysis , Survival Analysis
Pubmed
Web of science
Création de la notice
05/03/2008 10:28
Dernière modification de la notice
03/03/2018 18:41
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