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Journal of Applied Statistics Volume 38, 2011 - Issue 12
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Original Articles

Shared frailty model for recurrent event data with multiple causes

P. G. Sankaran Department of Statistics, Cochin University of Science and Technology, Cochin, 682022, Kerala, IndiaCorrespondence[email protected]
&
P. Anisha Department of Statistics, Cochin University of Science and Technology, Cochin, 682022, Kerala, India
Pages 2859-2868 | Received 04 May 2010, Accepted 21 Feb 2011, Published online: 21 Apr 2011
 
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Abstract

The topic of heterogeneity in the analysis of recurrent event data has received considerable attention recent times. Frailty models are widely employed in such situations as they allow us to model the heterogeneity through common random effect. In this paper, we introduce a shared frailty model for gap time distributions of recurrent events with multiple causes. The parameters of the model are estimated using EM algorithm. An extensive simulation study is used to assess the performance of the method. Finally, we apply the proposed model to a real-life data.

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