Abstract
The emphasis of conventional survival research methods has historically been on the occurrence of failures over time. The lack of knowledge of related observed and unobserved covariates during the study of such events can have negative consequences. Frailty models are a viable option for investigating the impact of unobserved covariates in this context. In this article, we suppose that frailty multiplies the hazard rate. As a useful method to ensure the effect of unobserved heterogeneity, we propose weighted Lindley (WL) frailty models with generalized Weibull (GW) and generalized log-logistic-II (GLL2) as the baseline distributions. The Bayesian paradigm of Markov Chain Monte Carlo (MCMC) methodology is used to estimate the model parameters. Subsequently, model comparisons are performed via Bayesian comparison techniques. The popular kidney data set is considered to illustrate the results. It is shown that the new models perform better than those based on gamma and inverse Gaussian frailty distributions.
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Communicated by Eduardo Souza de Cursi.
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Tyagi, S., Pandey, A., Agiwal, V. et al. Weighted Lindley multiplicative regression frailty models under random censored data. Comp. Appl. Math. 40, 265 (2021). https://doi.org/10.1007/s40314-021-01666-5
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DOI: https://doi.org/10.1007/s40314-021-01666-5
Keywords
- Bayesian estimation
- Frailty
- Generalized log-logistic distribution
- Generalized Weibull distribution
- Hazard rate
- MCMC
- Random censoring
- Weighted Lindley frailty