Estimation of variance in Cox's regression model with shared gamma frailties

Biometrics. 1997 Dec;53(4):1475-84.


The Cox regression model with a shared frailty factor allows for unobserved heterogeneity or for statistical dependence between the observed survival times. Estimation in this model when the frailties are assumed to follow a gamma distribution is reviewed, and we address the problem of obtaining variance estimates for regression coefficients, frailty parameter, and cumulative baseline hazards using the observed nonparametric information matrix. A number of examples are given comparing this approach with fully parametric inference in models with piecewise constant baseline hazards.

Publication types

  • Research Support, Non-U.S. Gov't
  • Research Support, U.S. Gov't, P.H.S.

MeSH terms

  • Adult
  • Animals
  • Anticarcinogenic Agents / therapeutic use
  • Burns / surgery
  • Coronary Disease / epidemiology
  • Coronary Disease / genetics
  • Coronary Disease / prevention & control
  • Female
  • Histocompatibility Testing
  • Humans
  • Male
  • Models, Statistical*
  • Multivariate Analysis
  • Neoplasms, Experimental / prevention & control
  • Patient Selection
  • Poisson Distribution
  • Proportional Hazards Models
  • Rats
  • Regression Analysis*
  • Skin Transplantation / immunology
  • Survival Analysis*
  • Transplantation, Homologous


  • Anticarcinogenic Agents