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Title: | Frailty models and copulas: similarities and differences | Authors: | Goethals, K JANSSEN, Paul DUCHATEAU, Luc |
Issue Date: | 2008 | Publisher: | ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD | Source: | JOURNAL OF APPLIED STATISTICS, 35(9). p. 1071-1079 | Abstract: | Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both the models, there is indeed a well-known equivalence between the copula functions; the modeling of the marginal survival functions, however, is quite different. The latter fact leads to different joint survival functions. | Notes: | Univ Ghent, Dept Physiol & Biometr, B-9000 Ghent, Belgium. Hasselt Univ, Ctr Stat, Diepenbeek, Belgium. | Keywords: | bivariate survival data; Clayton-Oakes copula; positive stable frailty; shared gamma frailty model | Document URI: | http://hdl.handle.net/1942/8446 | ISSN: | 0266-4763 | e-ISSN: | 1360-0532 | DOI: | 10.1080/02664760802271389 | ISI #: | 000258090800010 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2009 |
Appears in Collections: | Research publications |
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