Abstract
In this chapter, we discuss some well-known tests for frailty which are used more often and they have a lot of applications. In frailty models, there is a clear need for inference on the heterogeneity parameter which measures the association between the survival outcomes in a specific cluster. The model specification of frailty models typically requires the heterogeneity parameter to be positive or, in case of homogeneity, to be zero. Therefore hypothesis testing problems for homogeneity against heterogeneity are described by a one-sided alternative hypothesis and, under the null hypothesis, the parameter is at the boundary of the parameter space which is \((0,\infty )\). Geerdens et al. (2013) constructed goodness-of-fit tests for gamma frailties. Mazroui et al. (2016) proposed joint frailty model for two types of recurrent events and a dependent terminal event to account for potential dependencies between events with potentially time-varying coefficients and applied this model to breast cancer data. They developed likelihood ratio tests to test time dependency and the association of covariates. In this chapter, three different test procedures are discussed. We first discuss tests for gamma frailty based on likelihood ratio and score tests and analyze diabetic retinopathy data. In Sect. 8.3, we discuss the logrank test for testing \(\beta =0\) in parametric and nonparametric setup for uncensored and censored data and we give some numerical examples. In the last section, we discuss a test for homogeneity, i.e., all frailties have common distribution and we analyze kidney infection data.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Billingsley, P.: Covergence of Probability Measures. Wiley, New York (1968)
Bjarnason, H., Hougaard, P.: Fisher information for two gamma frailty bivariate Weibull models. Lifetime Data Anal. 6, 59–71 (2000)
Chernoff, H.: On the distribution of likelihood ratio. Ann. Math. Stat. 25, 573–578 (1954)
Claeskens, G., Nguti, R., Janssen, P.: One-sided tests in shared frailty models. (Preprint) (2006)
Claeskens, G., Nguti, R., Janssen, P.: One-sided tests in shared frailty models. Preprint, Unpublished (2005)
Duchateau, L., Janssen, P., Lindsey, P., Legrand, C., Nguti, R., Sylvester, R.: The shared frailty model and the power for heterogeneity tests in multicenter trials. Comput. Stat. Data Anal. 40, 603–620 (2002)
Geerdens, C., Claeskens, G., Janssen, P.: Goodness-of-fit tests for the frailty distribution in proportional hazards models with shared frailty. Biostatistics 14(3), 433–446 (2013)
Gill, R.D.: Censoring and stochastic integrals. Mathematical Centre Tracks 124: Mathematische Centre, Amsterdam (1980)
Harrington, D., Fleming, T.R.: A class of rank test procedures for censored survival data. Biometrika 69, 553–566 (1982)
Hougaard, P.: Analysis of Multivariate Survival Data. Springer, New York (2000)
Hougaard, P.: Life table methods for heterogeneous populations: distributions describing heterogeneity. Biometrika 71, 75–83 (1984)
Huster, W.J., Brookmeyer, R., Self, S.G.: Modelling paired survival data with covariates. Biometrics 45, 145–156 (1989)
Ibrahim, J.G., Chen, M.H., Sinha, D.: Bayesian Survival Analysis. Springer Inc, New York (2001)
Inclan, C., Tiao, G.C.: Use of cumulative sums of squares for retrospective detection of changes of variances. J. Am. Stat. Assoc. 89, 913–923 (1994)
Lagakos, S.W., Schoenfeld, D.: Properties of proportional hazards score tests under misspecified regression models. Biometrics 40, 1037–1048 (1984)
Lee, S., Lee, S.: Testing heterogeneity for frailty distribution in shared frailty model. C. Stat. Theor. Methods. 32(11), 2245–2253 (2003)
Mantel, N.: Evaluation of survival data and two new rank order statistics arising in its consideration. Cancer Chemother. Rep. 50, 163–170 (1966)
Mazroui, Y., Mauguen, A., Pelissier, S.M., MacGrogan, G., Brouste, V., Rondeau, V.: Time varying coefficients in a multivariate frailty model: application to breast cancer recurrences of several types and death. Lifetime Data Anal. 22(2), 191–215 (2016)
McGilchrist, C.A., Aisbett, C.W.: Regression with frailty in survival analysis. Biometrics 47, 461–466 (1991)
Morgan, B.J.T.: Analysis of Quantal Response Data. Chapman & Hall, London (1992)
Morgan, T.M.: Omitting covariates from the proportional hazards model. Biometrics 42, 993–995 (1986)
Nguti, R., Claeskens, G., Janssen, P.: Likelihood ratio tests for a shared frailty model: a non-standard problem. Technical Report, 309. Limburgs Central University, Belgium (2004)
Oakes, D.: Bivariate survival models induced by frailties. J. Am. Stat. Assoc. 84, 487–493 (1989)
Oakes, D., Jeong, J.H.: Frailty models and rank tests. Lifetime Data Anal. 4, 209–228 (1998)
Peto, R., Peto, J.: Asymptotically efficient rank invariant test procedures (with discussion). J. R. Stat. Soc., A 135, 185–206 (1972)
Pitman, E.J.G.: Some basic theory of statistical inference. Chapman and Hall, London (1979)
Savage, I.R.: Contributions to the theory of rank order statistics-the two sample case. Ann. Math. Stat. 27, 590–615 (1956)
Self, S.G., Liang, K.Y.: Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. J. Am. Stat. Assoc. 82, 605–610 (1987)
Sen, P.K., Silvapulle, M.J.: An appraisal of some aspects of statistical inference under inequality constraints. J. Stat. Plan. Inference 107, 3–43 (2002)
Silvapulle, M.J., Silvapulle, P.: A score test against one-sided alternatives. J. Am. Stat. Assoc. 90, 342–349 (1995)
Stram, D.O., Lee, J.W.: Variance components testing in the longitudinal mixed effects models. Biometrics 50, 1171–1177 (1994)
Struthers, C. Kalbfleisch, J.D.: Misspecified proportional hazard models. Biometrika, 73, 363–369 (1986)
Therneau, T.M., Grambsch, P.M.: Modeling Survival Data: Extending the Cox Model. Springer, New York (2000)
Vaida, F., Xu, R.: Proportional hazards model with random effects. Stat. Med. 19, 3309–3324 (2000)
Vaupel, J.W., Manton, K.G., Stallard, E.: The impact of heterogeneity on individual frailty on the dynamic of mortality. Demography 16(3), 439–454 (1979)
Verbeke, G., Molenberghs, G.: The use of score tests for inference on variance components. Biometrics 59, 254–262 (2003)
Vu, H.T.V., Zhou, S.: Generalization of likelihood ratio tests under nonstandard conditions. Ann. Stat. 25, 897–916 (1997)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2019 Springer Nature Singapore Pte Ltd.
About this chapter
Cite this chapter
Hanagal, D.D. (2019). Tests of Hypotheses in Frailty Models. In: Modeling Survival Data Using Frailty Models. Industrial and Applied Mathematics. Springer, Singapore. https://doi.org/10.1007/978-981-15-1181-3_8
Download citation
DOI: https://doi.org/10.1007/978-981-15-1181-3_8
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-15-1180-6
Online ISBN: 978-981-15-1181-3
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)