Abstract

Correlated Gamma Frailty Model In our original article, we proposed the methodology in the very general setting of copula model (Genest and Mackay, 1986; Marshall and Olkin, 1988). We illustrated the application of the methodology using three specific distribution of the general class, namely Clayton's (1978), Frank's (1979), and Stable family (Hougaard, 1986). It is true that all of these three models correspond to an underlying shared frailty model. The class of Copula models, however, are much more general and can include correlated frailty models. In fact, the correlated frailty model the authors proposed to use as an extension of our methodology is a special case of the copula model with the copula function given by

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call