Comparison of different estimation procedures for proportional hazards model with random effects
Proportional hazards models with multivariate random effects (frailties) acting multiplicatively on the baseline hazard are a topic of intensive research. Several estimation procedures have been proposed to deal with this type of models. Four procedures used to fit these models are compared in two real-life datasets and in a simulation study. The performance of the four methods is investigated in terms of the bias of point estimates, their empirical variability and the bias of the estimation of the variability.
frailty model restricted or residual maximum likelihood penalized partial likelihood laplace approximation multivariate failure-time data