Impact of misspecified residual correlation structure on the parameter estimates in a shared spatial frailty model

Cindy X. Feng, Mehdi Rostami, Longhai Li

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

In practice, survival data are often collected over geographical regions. Shared spatial frailty models have been used to model spatial variation in survival times, which are often implemented using the Bayesian Markov chain Monte Carlo method. However, this method comes at the price of slow mixing rates and heavy computational cost, which may render it impractical for data-intensive application. Alternatively, a frailty model assuming an independent and identically distributed (iid) random effect can be easily and efficiently implemented. Therefore, we used simulations to assess the bias and efficiency loss in the estimated parameters, if residual spatial correlation is present but using an iid random effect. Our simulations indicate that a shared frailty model with an iid random effect can estimate the regression coefficients reasonably well, even with residual spatial correlation present, when the percentage of censoring is not too high and the number of clusters and cluster size are not too low. Therefore, if the primary goal is to assess the covariate effects, one may choose the frailty model with an iid random effect; whereas if the goal is to predict the hazard, additional care needs to be given due to the efficiency loss in the parameter(s) for the baseline hazard.

Original languageEnglish
Pages (from-to)2384-2410
Number of pages27
JournalJournal of Statistical Computation and Simulation
Volume87
Issue number12
DOIs
Publication statusPublished - Aug 13 2017
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2017 Informa UK Limited, trading as Taylor & Francis Group.

ASJC Scopus Subject Areas

  • Statistics and Probability
  • Modelling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

Fingerprint

Dive into the research topics of 'Impact of misspecified residual correlation structure on the parameter estimates in a shared spatial frailty model'. Together they form a unique fingerprint.

Cite this