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Effect of frailty on marginal regression estimates in survival.

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Effect of frailty on marginal regression estimates in survival. / Henderson, R.; Oman, J. P.
In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 61, No. 2, 1999, p. 367-380.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Henderson, R & Oman, JP 1999, 'Effect of frailty on marginal regression estimates in survival.', Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 61, no. 2, pp. 367-380. https://doi.org/10.1111/1467-9868.00182

APA

Henderson, R., & Oman, J. P. (1999). Effect of frailty on marginal regression estimates in survival. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 61(2), 367-380. https://doi.org/10.1111/1467-9868.00182

Vancouver

Henderson R, Oman JP. Effect of frailty on marginal regression estimates in survival. Journal of the Royal Statistical Society: Series B (Statistical Methodology). 1999;61(2):367-380. doi: 10.1111/1467-9868.00182

Author

Henderson, R. ; Oman, J. P. / Effect of frailty on marginal regression estimates in survival. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 1999 ; Vol. 61, No. 2. pp. 367-380.

Bibtex

@article{3e55d7345b0447698ee505c9453b26e1,
title = "Effect of frailty on marginal regression estimates in survival.",
abstract = "Unexplained heterogeneity in univariate survival data and 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 frailty 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.",
keywords = "Censoring • Consistency • Cox model • Frailty • Marginal model • Multivariate survival",
author = "R. Henderson and Oman, {J. P.}",
year = "1999",
doi = "10.1111/1467-9868.00182",
language = "English",
volume = "61",
pages = "367--380",
journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)",
issn = "1369-7412",
publisher = "Wiley-Blackwell",
number = "2",

}

RIS

TY - JOUR

T1 - Effect of frailty on marginal regression estimates in survival.

AU - Henderson, R.

AU - Oman, J. P.

PY - 1999

Y1 - 1999

N2 - Unexplained heterogeneity in univariate survival data and 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 frailty 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.

AB - Unexplained heterogeneity in univariate survival data and 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 frailty 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.

KW - Censoring • Consistency • Cox model • Frailty • Marginal model • Multivariate survival

U2 - 10.1111/1467-9868.00182

DO - 10.1111/1467-9868.00182

M3 - Journal article

VL - 61

SP - 367

EP - 380

JO - Journal of the Royal Statistical Society: Series B (Statistical Methodology)

JF - Journal of the Royal Statistical Society: Series B (Statistical Methodology)

SN - 1369-7412

IS - 2

ER -