README.md

doubleCoxr, Parametric Gamma-Frailty Models with Non-Proportional Hazard Functions in R

Alexander Begun and Felix Begun

Description

Fits Parametric Gamma-Frailty Models with Non-Proportional Hazard Functions by maximum marginal likelihood. Provides parameter estimates, their standard errors and p-values, log-likelihood, concordance, contrasts (optional), and other characteristics (optional). Possible baseline hazards: Weibull, Gompertz.

Details

The proportional hazard assumption is violated by using the second Cox-regression term multiplying the shape parameter. The first Cox-regression term is one used in the Cox proportional hazards model as hazard multiplier.

It is assumed that all subjects in a cluster share the same unobserved risk of failure (frailty) that is a gamma distributed random variable. The Weibull and the Gompertz baseline hazard functions are implemented.



AB5103/doubleCoxr documentation built on Feb. 20, 2022, 2:20 p.m.