In this paper, we study the properties of a special class of frailty models when the frailty is common to several failure times. The models are closely linked to Archimedean copula models. We establish a useful formula for cumulative baseline hazard functions and develop a new estimator for cumulative baseline hazard functions in bivariate frailty regression models. Based on our proposed estimator, we present a graphical model checking procedure. We fit a leukemia data set using our model and end our paper with some discussions.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Archimedean copula models
- bivariate frailty models
- cumulative hazard functions