Penalized survival models and frailty

被引:335
作者
Therneau, TM
Grambsch, PM
Pankratz, VS
机构
[1] Mayo Clin, Div Biostat, Rochester, MN 55905 USA
[2] Univ Minnesota, Sch Publ Hlth, Div Biostat, Minneapolis, MN 55455 USA
关键词
cox model; penalized likelihood; proportional hazards; random effects;
D O I
10.1198/1061860031365
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
Interest in the use of random effects in the survival analysis setting has been increasing. However, the computational complexity of such frailty models has limited their general use. Although fitting frailty models has traditionally been difficult, standard algorithms for fitting Cox semiparametric and parametric regression models can be readily extended to include penalized regression. We demonstrate that solutions for gamma shared frailty models can be obtained exactly via penalized estimation. Similarly, Gaussian frailty models are closely linked to penalized models. Fitting frailty models with penalized likelihoods can be made quite efficient by taking advantage of computational methods available for penalized models. We have implemented penalized regression for the coxph function of S-Plus and illustrate the algorithms with examples using the Cox model.
引用
收藏
页码:156 / 175
页数:20
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