Survival analysis using a scale change random effects model

Jon E. Anderson, Thomas Louis

Research output: Contribution to journalArticle

Abstract

Frailty models are effective in broadening the class of survival models and inducing dependence in multivariate survival distributions. In proportional hazards, the random effect multiplies the hazard function. The scale-change model incorporates unobserved heterogeneity through a random effect that enters the baseline hazard function to change the time scale. We interpret this random effect as frailty, or other unobserved risks that create heterogeneity in the population. This model produces a wide range of shapes for univariate survival and hazard functions. We extend this model to multivariate survival data by assuming that members of a group share a common random effect. This structure induces association among the survival times in a group and provides alternative association structures to the proportional hazards frailty model. We present parametric and semiparametric estimation techniques and illustrate these methods with an example.

Original languageEnglish (US)
Pages (from-to)669-679
Number of pages11
JournalJournal of the American Statistical Association
Volume90
Issue number430
DOIs
StatePublished - 1995
Externally publishedYes

Fingerprint

Survival Analysis
Random Effects Model
Random Effects
Hazard Function
Frailty Model
Proportional Hazards
Multivariate Survival Data
Unobserved Heterogeneity
Parametric Estimation
Survival Distribution
Frailty
Semiparametric Estimation
Hazard Models
Survival Model
Survival Function
Survival Time
Multivariate Distribution
Univariate
Baseline
Multiplication

Keywords

  • Association
  • Frailty
  • Heterogeneity
  • Multivariate survival

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Survival analysis using a scale change random effects model. / Anderson, Jon E.; Louis, Thomas.

In: Journal of the American Statistical Association, Vol. 90, No. 430, 1995, p. 669-679.

Research output: Contribution to journalArticle

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