Exploring the Clustering Effect of the Frailty Survival Model by Means of the Brier Score |
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Authors: | Robin Van Oirbeek Emmanuel Lesaffre |
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Institution: | 1. Interuniversity Institute for Biostatistics and Statistical Bioinformatics, KU Leuven, Leuven, Belgium;2. Department of Biostatistics, Erasmus Medical Center Rotterdam, Rotterdam, The Netherlands |
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Abstract: | In this article, the Brier score is used to investigate the importance of clustering for the frailty survival model. For this purpose, two versions of the Brier score are constructed, i.e., a “conditional Brier score” and a “marginal Brier score.” Both versions of the Brier score show how the clustering effects and the covariate effects affect the predictive ability of the frailty model separately. Using a Bayesian and a likelihood approach, point estimates and 95% credible/confidence intervals are computed. The estimation properties of both procedures are evaluated in an extensive simulation study for both versions of the Brier score. Further, a validation strategy is developed to calculate an internally validated point estimate and credible/confidence interval. The ensemble of the developments is applied to a dental dataset. |
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Keywords: | Brier score Clustering Frailty model Predictive ability Survival analysis |
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