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Biometrika 2006 93(3):735-741; doi:10.1093/biomet/93.3.735
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© 2006 Biometrika Trust

Miscellanea

Prospective survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach

Malka Gorfine1, David M. Zucker2 and Li Hsu3

1 Faculty of Industrial Engineering and Management, Technion—Israel Institute of Technology, Technion City, Haifa 32000, Israel. gorfinm{at}ie.technion.ac.il, 2 Department of Statistics, Hebrew University, Mt. Scopus, Jerusalem 91905, Israel. mszucker{at}mscc.huji.ac.il, 3 Division of Public Health Sciences, Fred Hutchinson Cancer Research Center, Seattle, Washington 98109-1024, U.S.A. lih{at}fhcrc.org

We provide a simple estimation procedure for a general frailty model for the analysis of prospective correlated failure times. The large-sample properties of the proposed estimators of both the regression coefficient vector and the dependence parameter are described, and consistent variance estimators are given. A brief outline of the proofs is given. In a simulation study under the widely used gamma frailty model, our proposed approach was found to have essentially the same efficiency as the EM-based maximum likelihood approach considered by other authors, with negligible difference between the standard errors of the two estimators. However, the proposed approach provides a framework capable of handling general frailty distributions with finite moments and yields an explicit consistent variance estimator.

Key Words: Correlated failure times; EM algorithm; Frailty model; Prospective family study; Survival analysis.

Received March 2004. Revised January 2006.


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