Avtor/Urednik		O'Quigley, J; Stare, J
Naslov		Proportional hazards models with frailties and random effects
Tip		članek
Vir		Stat Med
Vol. in št.		Letnik 21, št. 21
Leto izdaje		2002
Obseg		str. 3219-33
Jezik		eng
Abstrakt		We discuss some of the fundamental concepts underlying the development of frailty and random effects models in survival. One of these fundamentalconcepts was the idea of a frailty model where each subject has his or her own disposition to failure, their so-called frailty, additional to any effects we wish to quantify via regression. Although the concept of individual frailty can be of value when thinking about how data arise or when interpreting parameter estimates in the context of a fitted model, we argue that the concept is of limited practical value. Individual random effects (frailties), whenever detected, can be made to disappear by elementary model transformation. In consequence, unless we are to take some model form as unassailable, beyond challenge and carved in stone, and if we are to understand the term 'frailty' as referring to individual random effects, then frailty models have no value. Random effects models on the other hand, in which groups of individuals share some common effect, can be used to advantage. Even in this case however, if we are prepared to sacrifice some efficiency, we can avoid complex modelling by using the considerable power already provided by the stratified proportional hazards model. Stratified models and random effects models can both be seen to be particular cases of partially proportional hazards models, a view that gives further insight. The added structure of a random effects model, viewed as a stratified proportional hazards model with some added distributional constraints, will, for group sizes of five or more, provide no more than modest efficiency gains, even when the additional assumptions are exactly true. On the other hand, for moderate to large numbers of very small groups, of sizes two or three, the study of twins being a well known example, the efficiency gains of the random effects model can be far from negligible. (Abstract truncated at 2000 characters)
Deskriptorji		SURVIVAL ANALYSIS PROPORTIONAL HAZARDS MODELS REGRESSION ANALYSIS