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Biometrika 1993 80(4):910-914; doi:10.1093/biomet/80.4.910
© 1993 by Biometrika Trust
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MISCELLANEA

The influence of random effects on the unconditional hazard rate and survival functions

YASUHIRO OMORI1 and RICHARD A. JOHNSON2

1Faculty of Law and Economics, Chiba University Chiba 263, Japan
2Department of Statistics, University of Wisconsin Madison, Wisconsin 53703, U. S.A.

The consequences of introducing random effects have been a major issue in models for survival analysis. A general result is derived to establish the underestimation of the unconditional hazard rate when a random effect is present. Also, the survival time is shown to be underestimated. No distributional assumption regarding the random effect is required.

Key Words: Hazard rate • Random effects • Underestimation


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