Univariate Gamma Frailty Models for Modelling Additive and Multiplicative Covariates
Abstract
The frailty models are now popularly used to analyse lifetime data. The main assumption of these models is that, frailty random variable is multiplicatively related to baseline hazard function. If this assumption is doubtful then an alternate model suggested in the literature is additive frailty model. This article extends these models and absorbs both the additive and multiplicative frailty models by considering gamma distribution as frailty distribution. The inference procedure to estimate the model parameters is discussed using MCMC method. A simulation study is discussed to evaluate the performance of the estimation procedure and then model is illustrated with the help of a real-life data set.
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