Effect of frailty on marginal regression estimates in survival analysis

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Original languageEnglish
Pages (from-to)367-379
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Volume61
Issue number2
DOIs
Publication statusPublished - Apr 1999
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Abstract

Unexplained heterogeneity in univariate survival data and association in multivariate survival can both be modelled by the inclusion of frailty effects. This paper investigates the consequences of ignoring frailty in analysis, fitting misspecified Cox proportional hazards models to the marginal distributions. Regression coefficients are biased towards 0 by an amount which depends in magnitude on the variability of the frailty terms and the form of frailty distribution. The bias is reduced when censoring is present. Fitted marginal survival curves can also differ substantially from the true marginals.