Andersen P K, Klein J P, Knudsen K M, Tabanera y Palacios R
Department of Biostatistics, University of Copenhagen, Denmark.
Biometrics. 1997 Dec;53(4):1475-84.
The Cox regression model with a shared frailty factor allows for unobserved heterogeneity or for statistical dependence between the observed survival times. Estimation in this model when the frailties are assumed to follow a gamma distribution is reviewed, and we address the problem of obtaining variance estimates for regression coefficients, frailty parameter, and cumulative baseline hazards using the observed nonparametric information matrix. A number of examples are given comparing this approach with fully parametric inference in models with piecewise constant baseline hazards.
具有共享脆弱因素的Cox回归模型考虑了未观察到的异质性或观察到的生存时间之间的统计依赖性。回顾了在假设脆弱因素服从伽马分布的情况下该模型的估计方法，并且我们使用观察到的非参数信息矩阵来解决获得回归系数、脆弱参数和累积基线风险的方差估计的问题。给出了一些例子，将这种方法与具有分段常数基线风险的模型中的完全参数推断进行比较。
