parfm: Parametric Frailty Models in R

2012
Frailty models are getting more and more popular to account for overdispersion and/or clustering in survival data. When the form of the baseline hazard is somehow known in advance, the parametric estimation approach can be used advantageously. Nonetheless, there is no unified widely available software that deals with the parametric frailty model. The new parfm package remedies that lack by providing a wide range of parametric frailty models in R. The gamma, inverse Gaussian, and positive stable frailty distributions can be specified, together with five different baseline hazards. Parameter estimation is done by maximising the marginal log-likelihood, with right-censored and possibly left-truncated data. In the multivariate setting, the inverse Gaussian may encounter numerical difficulties with a huge number of events in at least one cluster. The positive stable model shows analogous difficulties but an ad-hoc solution is implemented, whereas the gamma model is very resistant due to the simplicity of its Laplace transform.
JOURNAL OF STATISTICAL SOFTWARE
页码:1-20|卷号:51|期号:11
ISSN:1548-7660
收录类型
SSCI
发表日期
2012
学科领域
循证社会科学-方法
国家
比利时
语种
英语
其他关键词
SURVIVAL-DATA; HETEROGENEITY; REGRESSION
资助机构
F.R.I.A. fellowshipFonds de la Recherche Scientifique - FNRS; TAP research network of the Belgian Government (Belgian Science Policy) [P6/03]; contract 'Projet d'Actions de Recherche Concertees' (ARC) of the 'Communaute francaise de Belgique' [11/16-039]; Academie universitaire Louvain; University of Padova [60A15-3814/11]
资助信息
M. M. is supported by a F.R.I.A. fellowship. C. L. and M. M. acknowledge financial support from TAP research network P6/03 of the Belgian Government (Belgian Science Policy), and from the contract 'Projet d'Actions de Recherche Concertees' (ARC) 11/16-039 of the 'Communaute francaise de Belgique', granted by the 'Academie universitaire Louvain'. F. R. acknowledges financial support from grant 60A15-3814/11, University of Padova. The research work was done during a visit of F. R. at the Institut de Statistique, Biostatistique et Sciences Actuarielles, Universite catholique de Louvain.
被引频次(WOS)
35
被引更新日期
2022-01
来源机构
Universite Catholique Louvain University of Padua
关键词
parametric frailty models survival analysis gamma positive stable inverse gaussian weibull exponential gompertz loglogistic lognormal R parfm