SURVIVAL ANALYSIS WITH TIME DEPENDENT FRAILTY USING A LONGITUDINAL MODEL |
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| Authors: | C.A. McGilchrist K.K.W. Yau |
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| Affiliation: | National Centre for Epidemiology and Population Health, The Australian National University, Canberra, ACT 0200.;Dept of Applied Statistics and Operations Research, City University of Hong Kong, 83 Tat Chee Ave, Kowloon, Hong Kong. |
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| Abstract: | A method of estimation for generalised mixed models is applied to the estimation of regression parameters in a proportional hazards model with time dependent frailty. A parameter representing change over time is introduced and is modelled in turn into a fixed effect, a normally distributed random effect and a longitudinal effect in which the random component relates to the patient characteristics. Both maximum likelihood and residual maximum likelihood estimators are given. |
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| Keywords: | Multivariate failure time time dependent frailty longitudinal model ML REML |
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