parfm : Parametric Frailty Models in R
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 softwa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2012-11-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v51/i11/paper |
| _version_ | 1811334428481290240 |
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| author | Marco Munda Federico Rotola Catherine Legrand |
| author_facet | Marco Munda Federico Rotola Catherine Legrand |
| author_sort | Marco Munda |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-13T17:07:49Z |
| format | Article |
| id | doaj.art-3ab6ee77a8914d4ba9d71e4e5ac27561 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-04-13T17:07:49Z |
| publishDate | 2012-11-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-3ab6ee77a8914d4ba9d71e4e5ac275612022-12-22T02:38:23ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602012-11-015111parfm : Parametric Frailty Models in RMarco MundaFederico RotolaCatherine LegrandFrailty 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.http://www.jstatsoft.org/v51/i11/paperparametric frailty modelssurvival analysisgammapositive stableinverse gaus- sianweibullexponentialgompertzloglogisticlognormalRparfm |
| spellingShingle | Marco Munda Federico Rotola Catherine Legrand parfm : Parametric Frailty Models in R Journal of Statistical Software parametric frailty models survival analysis gamma positive stable inverse gaus- sian weibull exponential gompertz loglogistic lognormal R parfm |
| title | parfm : Parametric Frailty Models in R |
| title_full | parfm : Parametric Frailty Models in R |
| title_fullStr | parfm : Parametric Frailty Models in R |
| title_full_unstemmed | parfm : Parametric Frailty Models in R |
| title_short | parfm : Parametric Frailty Models in R |
| title_sort | parfm parametric frailty models in r |
| topic | parametric frailty models survival analysis gamma positive stable inverse gaus- sian weibull exponential gompertz loglogistic lognormal R parfm |
| url | http://www.jstatsoft.org/v51/i11/paper |
| work_keys_str_mv | AT marcomunda parfmparametricfrailtymodelsinr AT federicorotola parfmparametricfrailtymodelsinr AT catherinelegrand parfmparametricfrailtymodelsinr |