Identifiability of bivariate frailty models
نویسنده
چکیده
Frailty models are used in survival analysis to account for unobserved heterogeneity in individual risks to disease and death. To analyze bivariate data on related survival times (e.g. matched pairs experiments, twin or family data), bivariate correlated frailty models were suggested, where the frailties were constructed using independent additive components. The purpose of this paper is to describe some identifiability properties of bivariate frailty models. In particular, it is shown that correlated frailty models based on independent additive components are identifiable without observed covariates, but general frailty models with finite mean are not. The latter property is proven by means of a counterexample.
منابع مشابه
Hidden Frailty: Myths and Reality
Hidden differences in the survival chances of individuals in a population influence the shape of the mortality rate observed in demographic and epidemiological studies. To evaluate the contribution of such hidden variations to observed hazards, frailty models have been suggested. The application of these models to the analysis of survival data in demography, epidemiology, and biostatistics has ...
متن کاملDependence Measures in Bivariate Gamma Frailty Models
Dependence Measures in Bivariate Gamma Frailty Models Bivariate duration data frequently arise in economics, biostatistics and other areas. In “bivariate frailty models”, dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this imposes on the implied dependence of the duration...
متن کاملA note on assessing agreement with frailty models
Assessing agreement is often of interest in biomedical sciences to evaluate the similarity of measurements produced by different raters or methods on the same subjects. We investigate the agreement structure between bivariate survival times for a class of frailty models. Conditional on the frailty, bivariate survival times are assumed to be independent and follow a Weibull distribution. We pres...
متن کاملFrailty Models and Copulas: Similarities and Dif- ferences
Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g., between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both models, there is indeed the well known equivalence between the copula functions; the ...
متن کاملCorrelated gamma frailty models for bivariate survival data
Frailty models are used in the survival analysis to account for the unobserved heterogeneity in individual risks to disease and death. To analyze the bivariate data on related survival times (e.g. matched pairs experiments, twin or family data), the shared frailty models were suggested. Shared frailty models are used despite their limitations. To overcome their disadvantages correlated frailty ...
متن کامل