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This is the preliminary program for the 2007 Joint Statistical Meetings in Salt Lake City, Utah.

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Activity Number: 400
Type: Invited
Date/Time: Wednesday, August 1, 2007 : 10:30 AM to 12:20 PM
Sponsor: Biometrics Section
Abstract - #307835
Title: Goodness-of-Fit for Frailty Models
Author(s): John Klein*+
Companies: Medical College of Wisconsin
Address: 8701 Watertown Plank Road, Milwaukee, WI, 53226,
Keywords: Copula Models ; Frailty Models
Abstract:

Random effects or frailty models have become very useful in modeling dependence between individual survival times or between survival times in multistate modeling. A number of models have been proposed for the frailties in the literature but it is difficult in practice to pick between these models. In this presentation we present a general method to asses the goodness of fit of the choice of the frailty distribution. This technique, which is essentially a goodness of fit test for the copula, is based on a comparison between a distribution free estimator of the copula and the postulated copula. The method is available for any copula and does not involve the marginal survival functions.


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Revised September, 2007