General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurv
The R package frailtySurv for simulating and fitting semi-parametric shared frailty models is introduced. Package frailtySurv implements semi-parametric consistent estimators for a variety of frailty distributions, including gamma, log-normal, inverse Gaussian and power variance function, and provid...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2018-09-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2387 |
| _version_ | 1823927867513241600 |
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| author | John V. Monaco Malka Gorfine Li Hsu |
| author_facet | John V. Monaco Malka Gorfine Li Hsu |
| author_sort | John V. Monaco |
| collection | DOAJ |
| description | The R package frailtySurv for simulating and fitting semi-parametric shared frailty models is introduced. Package frailtySurv implements semi-parametric consistent estimators for a variety of frailty distributions, including gamma, log-normal, inverse Gaussian and power variance function, and provides consistent estimators of the standard errors of the parameters' estimators. The parameters' estimators are asymptotically normally distributed, and therefore statistical inference based on the results of this package, such as hypothesis testing and confidence intervals, can be performed using the normal distribution. Extensive simulations demonstrate the flexibility and correct implementation of the estimator. Two case studies performed with publicly available datasets demonstrate applicability of the package. In the Diabetic Retinopathy Study, the onset of blindness is clustered by patient, and in a large hard drive failure dataset, failure times are thought to be clustered by the hard drive manufacturer and model. |
| first_indexed | 2024-12-16T20:45:42Z |
| format | Article |
| id | doaj.art-4bf27c42f2524f00a58e5ad9baad9629 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-12-16T20:45:42Z |
| publishDate | 2018-09-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-4bf27c42f2524f00a58e5ad9baad96292022-12-21T22:16:56ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602018-09-0186114210.18637/jss.v086.i041236General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurvJohn V. MonacoMalka GorfineLi HsuThe R package frailtySurv for simulating and fitting semi-parametric shared frailty models is introduced. Package frailtySurv implements semi-parametric consistent estimators for a variety of frailty distributions, including gamma, log-normal, inverse Gaussian and power variance function, and provides consistent estimators of the standard errors of the parameters' estimators. The parameters' estimators are asymptotically normally distributed, and therefore statistical inference based on the results of this package, such as hypothesis testing and confidence intervals, can be performed using the normal distribution. Extensive simulations demonstrate the flexibility and correct implementation of the estimator. Two case studies performed with publicly available datasets demonstrate applicability of the package. In the Diabetic Retinopathy Study, the onset of blindness is clustered by patient, and in a large hard drive failure dataset, failure times are thought to be clustered by the hard drive manufacturer and model.https://www.jstatsoft.org/index.php/jss/article/view/2387shared frailty modelsurvival analysisclustered datafrailtysurvr |
| spellingShingle | John V. Monaco Malka Gorfine Li Hsu General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurv Journal of Statistical Software shared frailty model survival analysis clustered data frailtysurv r |
| title | General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurv |
| title_full | General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurv |
| title_fullStr | General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurv |
| title_full_unstemmed | General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurv |
| title_short | General Semiparametric Shared Frailty Model: Estimation and Simulation with frailtySurv |
| title_sort | general semiparametric shared frailty model estimation and simulation with frailtysurv |
| topic | shared frailty model survival analysis clustered data frailtysurv r |
| url | https://www.jstatsoft.org/index.php/jss/article/view/2387 |
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