A note on the prediction of frailties with misspecified shared frailty models. Issue 2 (22nd January 2021)

• Record Type: Journal Article
• Authors: Jiang, Xuejun; Liu, Wei; Zhang, Bo
• Is Part Of: Journal of statistical computation and simulation. Volume 91:Issue 2(2021)
• Page Start: 219
• Page End: 241
• Publication Date: 2021-01-22
• Subjects: EM algorithm -- frailty -- misspecification -- prediction -- penalized partial likelihood -- penalized likelihood; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2020.1811279
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: In this research note, we investigate the impact of misspecification of frailty distribution on the prediction of frailties by using shared frailty models with various estimation methods. We review the specification of a number of candidate frailty distributions and three estimation methods for the prediction of frailties in shared frailty models. We conducted statistical simulations to evaluate the performance of prediction of frailties in Cox proportional hazard shared frailty models with a working gamma frailty distribution and different estimation methods with misspecified frailty distributions. The goal of the statistical simulations is to examine the extent to which the frailty prediction is sensitive to misspecification of the frailty distributions and various estimation methods. An example of predicting the frailties of hospital readmissions of colorectal cancer patients after surgery or hospital discharge is presented to demonstrate the impact of such misspecification in survival analysis.