Title: Goodness-of-fit tests for the frailty distribution in proportional hazards models with shared frailty
Authors: Geerdens, Candida ×
Claeskens, Gerda
Janssen, Paul #
Issue Date: 2013
Publisher: Oxford University Press
Series Title: Biostatistics vol:14 issue:3 pages:433-446
Abstract: Frailty models account for the clustering present in event time data. A proportional hazards model with shared frailties expresses the hazard for each subject. Often a one-parameter gamma distribution is assumed for the frailties. In this paper, we construct formal goodness-of-fit tests to test for gamma frailties. We construct a new class of frailty models that extend the gamma frailty model by using certain polynomial expansions that are orthogonal with respect to the gamma density. For this extended family, we obtain an explicit expression for the marginal likelihood of the data. The order selection test is based on finding the best fitting model in such a series of expanded models. A bootstrap is used to obtain p-values for the tests. Simulations and data examples illustrate the test’s performance.
ISSN: 1465-4644
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

Files in This Item:
File Description Status SizeFormat
GoodnessofFit.pdf Published 428KbAdobe PDFView/Open Request a copy

These files are only available to some KU Leuven Association staff members


All items in Lirias are protected by copyright, with all rights reserved.

© Web of science