| Abstract: | This work considers two specific estimation techniques for the family-specific proportional hazards model and for the population-averaged proportional hazards model. So far, these two estimation procedures were presented and studied under the gamma frailty distribution mainly because of its simple interpretation and mathematical tractability. Modifications of both procedures for other frailty distributions, such as the inverse Gaussian, positive stable and a specific case of discrete distribution, are presented. By extensive simulations, it is shown that under the family-specific proportional hazards model, the gamma frailty model appears to be robust to frailty distribution mis-specification in both bias and efficiency loss in the marginal parameters. The population-averaged proportional hazards model, is found to be robust under the gamma frailty model mis-specification only under moderate or weak dependency within cluster members. |
