Shared gamma frailty models based on reversed hazard rate for modeling Australian twin data
ABSTRACT In this paper, we consider shared gamma frailty model with the reversed hazard rate (RHR) with two different baseline distributions, namely the generalized inverse Rayleigh and the exponentiated Gumbel distributions. With these two baseline distributions we propose two different shared frailty models. We develop the Bayesian estimation procedure using Markov Chain Monte Carlo technique to estimate the parameters involved in these models. We present a simulation study to compare the true values of the parameters with the estimated values. A search of the literature suggests that currently no work has been done for these two baseline distributions with a shared gamma frailty with the RHR so far. We also apply these two models by using a real life bivariate survival data set of Australian twin data given by Duffy et a1. (1990) and a better model is suggested for the data.