An alternative estimation method for the accelerated failure time frailty model

Abstract

Frailty models based on the proportional hazards model are useful to analyze correlated or clustered failure time data. However, there has been some recent interest in a frailty model based on the popular accelerated failure time model for correlated failure time data ([Pan, W., 2001. Using frailties in the accelerated failure time model. Lifetime Data Anal. 7(1), 55–64], for example). In this paper we review recent advances on this model in the literature. We propose a general estimation method based on M-estimators and the EM algorithm to estimate the parameters in the model. To evaluate the performance of the proposed method, we carry out a simulation study. The results of the simulation study show that the proposed method performs well in comparison with existing estimation methods. As an illustration, the model and the proposed method are applied to analyze the effects of sublingual nitroglycerin and oral isosorbide dinitrate on angina pectoris of coronary heart disease patients [Danahy, D.T., Burwell, D.T., Aronow, W.S., Prakash, R., 1977. Sustained hemodynamic and antianginal effect of high dose oral isosorbide dinitrate. Circulation 55, 381–387].