Comparison of different estimation procedures for proportional hazards model with random effects

  • Authors:
  • José Cortiñas Abrahantes;Catherine Legrand;Tomasz Burzykowski;Paul Janssen;Vincent Ducrocq;Luc Duchateau

  • Affiliations:
  • Center for Statistics, Hasselt University, Agoralaan D, B3590 Diepenbeek, Belgium;European Organization for Research and Treatment of Cancer (EORTC), B1200 Brussels, Belgium;Center for Statistics, Hasselt University, Agoralaan D, B3590 Diepenbeek, Belgium;Center for Statistics, Hasselt University, Agoralaan D, B3590 Diepenbeek, Belgium;Station de Génétique Quantitative et Appliquée, Institut National de la Recherche Agronomique, 78352 Jouy en Josas, France;Department of Physiology, Biochemistry and Biometrics, Faculty of Veterinary Medicine, Ghent University, Salisburylaan 133, B9820 Merelbeke, Belgium

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2007

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Abstract

Proportional hazards models with multivariate random effects (frailties) acting multiplicatively on the baseline hazard are a topic of intensive research. Several estimation procedures have been proposed to deal with this type of models. Four procedures used to fit these models are compared in two real-life datasets and in a simulation study. The performance of the four methods is investigated in terms of the bias of point estimates, their empirical variability and the bias of the estimation of the variability.