Impact of misspecified residual correlation structure on the parameter estimates in a shared spatial frailty model

Abstract

ABSTRACTIn practice, survival data are often collected over geographical regions. Shared spatial frailty models have been used to model spatial variation in survival times, which are often implemented using the Bayesian Markov chain Monte Carlo method. However, this method comes at the price of slow mixing rates and heavy computational cost, which may render it impractical for data-intensive application. Alternatively, a frailty model assuming an independent and identically distributed (iid) random effect can be easily and efficiently implemented. Therefore, we used simulations to assess the bias and efficiency loss in the estimated parameters, if residual spatial correlation is present but using an iid random effect. Our simulations indicate that a shared frailty model with an iid random effect can estimate the regression coefficients reasonably well, even with residual spatial correlation present, when the percentage of censoring is not too high and the number of clusters and cluster size are not too low. Therefore, if the primary goal is to assess the covariate effects, one may choose the frailty model with an iid random effect; whereas if the goal is to predict the hazard, additional care needs to be given due to the efficiency loss in the parameter(s) for the baseline hazard.