On robustness of marginal regression coefficient estimates and hazard functions in multivariate survival analysis of family data when the frailty distribution is mis‐specified

Abstract

The shared frailty model is an extension of the Cox model to correlated failure times and, essentially, a random effects model for failure time outcomes. In this model, the latent frailty shared by individual members in a cluster acts multiplicatively as a factor on the hazard function and is typically modelled parametrically. One commonly used distribution is gamma, where both shape and scale parameters are set to be the same to allow for unique identification of baseline hazard function. It is popular because it is a conjugate prior, and the posterior distribution possesses the same form as gamma. In addition, the parameter can be interpreted as a time-independent cross-ratio function, a natural extension of odds ratio to failure time outcomes. In this paper, we study the effect of frailty distribution mis-specification on the marginal regression estimates and hazard functions under assumed gamma distribution with an application to family studies. The simulation results show that the biases are generally 10% and lower, even when the true frailty distribution deviates substantially from the assumed gamma distribution. This suggests that the gamma frailty model can be a practical choice in real data analyses if the regression parameters and marginal hazard function are of primary interest and individual cluster members are exchangeable with respect to their dependencies.