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Some consequences of random effects in multivariate survival models. (English) Zbl 0956.62103
Ghosh, Subir (ed.), Multivariate analysis, design of experiments, and survey sampling. A tribute to Jagdish N. Srivastava. New York, NY: Marcel Dekker. Stat., Textb. Monogr. 159, 301-347 (1999).
This paper treats theoretical aspects of random effects in multivariate survival models, and especially the consequences of omitting such effects in the model when they are present in the data. It starts with a review of the existing literature on random effects, which is classified from the simplest univariate model with a univariate random effect to a general multivariate lifelength model induced by random effects. Then general results follow, grouped in the same way. One important result is that when the random effects are ignored, the nominal hazard rate will be underestimated.
For the entire collection see [Zbl 0927.00053].
62N99 Survival analysis and censored data
62N02 Estimation in survival analysis and censored data
62H99 Multivariate analysis