An estimating equation for parametric shared frailty models with marginal additive hazards

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Multivariate failure time data arise when data consist of clusters in which the failure times may be dependent. A popular approach to such data is the marginal proportional hazards model with estimation under the working independence assumption. In some contexts, however, it may be more reasonable to use the marginal additive hazards model. We derive asymptotic properties of the Lin and Ying estimators for the marginal additive hazards model for multivariate failure time data. Furthermore we suggest estimating equations for the regression parameters and association parameters in parametric shared frailty models with marginal additive hazards by using the Lin and Ying estimators. We give the large sample properties of the estimators arising from these estimating equations and investigate their small sample properties by Monte Carlo simulation. A real example is provided for illustration
Original languageEnglish
JournalJournal of The Royal Statistical Society Series B-statistical Methodology
Volume66
Issue number1
Pages (from-to)207-220
Number of pages14
ISSN1369-7412
DOIs
Publication statusPublished - 2004

ID: 11204336