Simulation study of the glmm method applied to the analysis of clustered survival data

Abstract

A simulation study is carried out for the analysis of clustered survival data based on the generalised linear mixed model (GLMM) methodology. Data are simulated for a proportional hazards model containing random components corresponding to a cluster effect and a subject effect. The performance of approximate maximum likelihood (ML) and residual maximum likelihood (REML) estimation of the regression parameter and variance components are evaluated. For a range of true parameter values,average biases of estimators, standard error of average bias and standard error of estimates over simulations are reported. A discussion of the use of random effects predictions is also given.