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The MultiFrailty package provides tools for fitting and
analyzing shared frailty survival regression models. Shared frailty
models incorporate unobserved individual heterogeneity into proportional
hazard settings.
MultiFrailty supports 10 model combinations across 5
frailty families and 2 baseline hazard functions:
none,
gamma, ig (Inverse Gaussian), gl1
(Generalized Lindley Type 1), gl2 (Generalized Lindley Type
2).weibull
(2-parameter Weibull) and gw (3-parameter Generalized
Weibull).library(MultiFrailty)
library(survival)
# Generate synthetic survival data under Gamma frailty with Weibull baseline
set.seed(123)
dat <- r_frailty(n = 80, baseline = "weibull", bpar = c(2.0, 1.5),
frailty = "gamma", fpar = c(0.8),
x = matrix(rnorm(80), ncol = 1), beta = 0.5)
# Fit model using formula interface
fit <- multifrailty(Surv(time, status) ~ X1, data = dat,
baseline = "weibull", frailty = "gamma")
# Summarize fit
summary(fit)
#>
#> =========================================================
#> MultiFrailty Regression Model Fit (MLE)
#> =========================================================
#> Baseline Hazard : weibull
#> Frailty Family : gamma
#> Sample Size (n) : 80
#> Log-Likelihood : -163.14
#> AIC / BIC : 334.28 / 343.81
#> Frailty Var (SE): 0.2093 ( 0.1925 )
#> Optimizer : Converged
#> ---------------------------------------------------------
#> Parameter Estimates (Natural Scale):
#> Estimate StdErr z_stat p_value CI_lower CI_upper Signif
#> lambda 2.6499 0.3788 6.9954 0.0000 1.9074434 3.3923778 ***
#> gamma 1.2771 0.1744 7.3249 0.0000 0.9353857 1.6188461 ***
#> theta 0.2093 0.1925 1.0875 0.2768 -0.1679262 0.5865439
#> X1 0.2427 0.1472 1.6489 0.0992 -0.0457808 0.5311039 .
#> =========================================================
# Predict survival probabilities
pred_surv <- predict_frailty(fit, type = "survival", newtime = c(1, 2, 3))These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.