Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Marco Munda, Federico Rotolo, Catherine Legrand
Title: parfm: Parametric Frailty Models in R
Abstract: Frailty models are getting more and more popular to account for overdispersion and/or clustering in survival data. When the form of the baseline hazard is somehow known in advance, the parametric estimation approach can be used advantageously. Nonetheless, there is no unified widely available software that deals with the parametric frailty model. The new parfm package remedies that lack by providing a wide range of parametric frailty models in R. The gamma, inverse Gaussian, and positive stable frailty distributions can be specified, together with five different baseline hazards. Parameter estimation is done by maximising the marginal log-likelihood, with right-censored and possibly left-truncated data. In the multivariate setting, the inverse Gaussian may encounter numerical difficulties with a huge number of events in at least one cluster. The positive stable model shows analogous difficulties but an ad-hoc solution is implemented, whereas the gamma model is very resistant due to the simplicity of its Laplace transform.

Page views:: 8504. Submitted: 2012-02-17. Published: 2012-11-13.
Paper: parfm: Parametric Frailty Models in R     Download PDF (Downloads: 11063)
parfm_2.5.2.tar.gz: R source package Download (Downloads: 631; 1MB)
v51i11.R: R example code from the paper Download (Downloads: 709; 1KB)

DOI: 10.18637/jss.v051.i11

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.