The Frailty Model

Clustered survival data are encountered in many scientific disciplines including human and veterinary medicine, biology, epidemiology, public health and demography. Frailty models provide a powerful tool to analyse clustered survival data. In contrast to the large number of research publications on frailty models, relatively few statistical software packages contain frailty models.

It is demanding for statistical practitioners and graduate students to grasp a good knowledge on frailty models from the existing literature. This book provides an in-depth discussion and explanation of the basics of frailty model methodology for such readers. The discussion includes parametric and semiparametric frailty models and accelerated failure time models. Common techniques to fit frailty models include the EM-algorithm, penalised likelihood techniques, Laplacian integration and Bayesian techniques. More advanced frailty models for hierarchical data are also included.

Real-life examples are used to demonstrate how particular frailty models can be fitted and how the results should be interpreted. The programs to fit all the worked-out examples in the book are available from the Springer website with most of the programs developed in the freeware packages R and Winbugs. The book starts with a brief overview of some basic concepts in classical survival analysis, collecting what is needed for the reading on the more complex frailty models.