frailtypack (version 2.2-19)
General Frailty models using a semi_parametrical penalized
likelihood estimation or a parametrical estimation
Description
Frailtypack now fits several classes of frailty models
using a penalized likelihood estimation on the hazard function
but also a parametrical estimation. 1) A shared gamma frailty
model and Cox proportional hazard model. Left truncated,
censored data and strata (max=2) are allowed. Clustered and
recurrent survival times can be studied (the
Andersen-Gill(1982) approach has been implemented for recurrent
events). An automatic choice of the smoothing parameter is
possible using an approximated cross-validation procedure. 2)
Additive frailty models for proportional hazard models with two
correlated random effects (intercept random effect with random
slope). 3) Nested frailty models for hierarchically clustered
data (with 2 levels of clustering) by including two iid gamma
random effects. 4) Joint frailty models in the context of joint
modelling of recurrent events with terminal event.