Effect of frailty on marginal regression estimates in survival analysis

被引:102
作者
Henderson, R [1 ]
Oman, P
机构
[1] Univ Lancaster, Dept Math & Stat, Lancaster LA1 4YF, England
[2] Northumbria Univ, Newcastle Upon Tyne, Tyne & Wear, England
关键词
censoring; consistency; Cox model; frailty; marginal model; multivariate survival;
D O I
10.1111/1467-9868.00182
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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.
引用
收藏
页码:367 / 379
页数:13
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