This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 474
Type: Contributed
Date/Time: Wednesday, August 4, 2010 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #307387
Title: Random Effect Bivariate Survival Models and Stochastic Comparisons
Author(s): Ramesh C. Gupta*+ and Rameshwar D. Gupta
Companies: University of Maine and University of New Brunswick
Address: 5752 Neville Hall, Orono, ME, 04469-5752,
Keywords: Frailty models ; environmental effect models ; hazard gradient ; bivariate multiplicative model ; shared frailty model
Abstract:

In this paper, we propose a general bivariate random effect model with special emphasis to frailty models and environmental effect models including some stochastic comparisons. The relationship between the conditional and the unconditional hazard gradients are derived and some examples are provided. We investigate as to how the well known stochastic orderings between the distributions of two frailties translate into the orderings between the corresponding survival functions. These results are used to obtain the properties of the bivariate multiplicative model and the shared frailty model.


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