General Semiparametric Shared Frailty Model Estimation and Simulation with frailtySurv

02/21/2017
by   John V. Monaco, et al.
0

The R package frailtySurv for simulating and fitting semi-parametric shared frailty models is introduced. frailtySurv implements semi-parametric consistent estimators for a variety of frailty distributions, including gamma, log-normal, inverse Gaussian and power variance function, and provides consistent estimators of the standard errors of the parameters' estimators. The parameters' estimators are asymptotically normally distributed, and therefore statistical inference based on the results of this package, such as hypothesis testing and confidence intervals, can be performed using the normal distribution. Extensive simulations demonstrate the flexibility and correct implementation of the estimator. Two case studies performed with publicly-available datasets demonstrate applicability of the package. In the Diabetic Retinopathy Study, the onset of blindness is clustered by patient, and in a large hard drive failure dataset, failure times are thought to be clustered by the hard drive manufacturer and model.

READ FULL TEXT
research
10/14/2021

More Efficient, Doubly Robust, Nonparametric Estimators of Treatment Effects in Multilevel Studies

When studying treatment effects in multilevel studies, investigators com...
research
02/25/2019

Binscatter Regressions

We introduce the Stata (and R) package Binsreg, which implements the bin...
research
02/19/2020

ivmodel: An R Package for Inference and Sensitivity Analysis of Instrumental Variables Models with One Endogenous Variable

We present a comprehensive R software ivmodel for analyzing instrumental...
research
11/26/2018

Cross-Validated Kernel Ensemble: Robust Hypothesis Test for Nonlinear Effect with Gaussian Process

The R package CVEK introduces a robust hypothesis test for nonlinear eff...
research
06/01/2021

Post-Contextual-Bandit Inference

Contextual bandit algorithms are increasingly replacing non-adaptive A/B...
research
12/10/2018

Testing for high-dimensional network parameters in auto-regressive models

High-dimensional auto-regressive models provide a natural way to model i...
research
05/12/2022

Estimation of Matusita Overlapping Coefficient for Pair Normal Distributions

The Matusita overlapping coefficient is defined as agreement or similari...

Please sign up or login with your details

Forgot password? Click here to reset