文章基本信息

标题：parfm: Parametric Frailty Models in R
本地全文：下载
作者：Marco Munda ; Federico Rotolo ; Catherine Legrand 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2012
卷号：51
期号：1
页码：1-20
语种：English
出版社：University of California, Los Angeles
摘要：Frailty models are getting more and more popular to account for overdispersion and/or clustering in survival data. When the form of the baseline hazard is somehow known in advance, the parametric estimation approach can be used advantageously. Nonetheless, there is no unified widely available software that deals with the parametric frailty model. The new parfm package remedies that lack by providing a wide range of parametric frailty models in R. The gamma, inverse Gaussian, and positive stable frailty distributions can be specified, together with five different baseline hazards. Parameter estimation is done by maximising the marginal log-likelihood, with right-censored and possibly left-truncated data. In the multivariate setting, the inverse Gaussian may encounter numerical difficulties with a huge number of events in at least one cluster. The positive stable model shows analogous difficulties but an ad-hoc solution is implemented, whereas the gamma model is very resistant due to the simplicity of its Laplace transform.