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frailtypack (version 2.2-9.5)
Frailty models using maximum penalized likelihood estimation
Description
Frailtypack now fits several classes of frailty models
using Penalized Likelihood on the hazard function. 1) A shared
gamma frailty model and Cox proportional hazards 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 hazards 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.