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Comparison of Multiplicative Frailty Models Under Weibull Baseline Distribution

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Abstract

Traditional survival analysis techniques focus on the occurrence of failures over the time. During the analysis of such events, ignorance of related observed and unobserved covariates may lead to adverse consequences. In this context, frailty models are the viable choice to counter the problem of the unobserved heterogeneity in individual risks to disease and death. In this article, we assume that frailty acts multiplicatively to hazard rate. We propose generalized Lindley (GL) frailty model with Weibull as baseline distribution for hazard function. The Bayesian paradigm of Markov Chain Monte Carlo (MCMC) methodology is used to estimate the model parameters. Subsequently, model comparisons are performed using Bayesian comparison techniques. The popular kidney data set is used to illustrate the results and to demonstrate that better models are recommended.

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Authors and Affiliations

  1. Department of Statistics, Central University of Rajasthan, 305817, Ajmer, Rajasthan, India

    Arvind Pandey & Shikhar Tyagi

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  1. Arvind Pandey
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  2. Shikhar Tyagi
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Correspondence to Arvind Pandey or Shikhar Tyagi.

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(Submitted by A. I. Volodin)

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Pandey, A., Tyagi, S. Comparison of Multiplicative Frailty Models Under Weibull Baseline Distribution. Lobachevskii J Math 42, 3184–3195 (2021). https://doi.org/10.1134/S1995080222010140

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  • DOI: https://doi.org/10.1134/S1995080222010140

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