Effect of frailty on marginal regression estimates in survival analysis

Robert Henderson, Paul Oman

Research output: Contribution to journalArticlepeer-review

103 Citations (Scopus)


Unexplained heterogeneity in univariate survival data and association in multivariate survival can both be modelled by the inclusion of frailty effects. This paper investigates the consequences of ignoring frailty in analysis, fitting misspecified Cox proportional hazards models to the marginal distributions. Regression coefficients are biased towards 0 by an amount which depends in magnitude on the variability of the frailty terms and the form of frailty distribution. The bias is reduced when censoring is present. Fitted marginal survival curves can also differ substantially from the true marginals.
Original languageEnglish
Pages (from-to)367-379
JournalJournal of the Royal Statistical Society. Series B: Statistical Methodology
Issue number2
Publication statusPublished - Apr 1999


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