Markov Chain Monte Carlo Methods for Inference in Frailty Models with Doubly-censored Data

by Geoffrey Jones

Journal of Data Science, v.2, no.1, 33-47

Abstract

Frailty models have become popular in survival analysis for dealing with situations where groups of observations are correlated. If the data comprise only exact or right-censored failure times, inference can be done by either integrating out the frailties directly or by using the EM algorithm. If there is both left- and right-censoring this is no longer the case. However the MCMC method of Clayton (1991, {\it Biometrics} {\bf47}, 467-485) can be easily extended by imputation of the left-censored times. Several schemes for doing this are suggested and compared. Application of the methods is illustrated using data on the joint failures of patients with {\it fibrodysplasia ossificans progressiva.

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