Journal
BIOMETRICS
Volume 67, Issue 1, Pages 8-17Publisher
WILEY
DOI: 10.1111/j.1541-0420.2010.01444.x
Keywords
Bridge distribution; Clustered failure times; Covariate-dependent frailty; Cox model; Positive stable frailty; Shared frailty
Funding
- Health Resources and Services Administration (HRSA), U.S. Department of Health and Human Services
- National Institutes of Health [R01 DK-70869]
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In this article, we propose a positive stable shared frailty Cox model for clustered failure time data where the frailty distribution varies with cluster-level covariates. The proposed model accounts for covariate-dependent intracluster correlation and permits both conditional and marginal inferences. We obtain marginal inference directly from a marginal model, then use a stratified Cox-type pseudo-partial likelihood approach to estimate the regression coefficient for the frailty parameter. The proposed estimators are consistent and asymptotically normal and a consistent estimator of the covariance matrix is provided. Simulation studies show that the proposed estimation procedure is appropriate for practical use with a realistic number of clusters. Finally, we present an application of the proposed method to kidney transplantation data from the Scientific Registry of Transplant Recipients.
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