frailtyHL: A Package for Fitting Frailty Models with H-likelihood

Authors

Il Do Ha, Daegu Haany University
Maengseok Noh, Pukyong National University
Youngjo Lee, Seoul National University

Date of this Version

12-2012

Document Type

Article

Citation

The R Journal (December 2012) 4(2)

Comments

Copyright 2012, The R Foundation. Open access material. License: CC BY 3.0 Unported

Abstract

We present the frailtyHL package for fitting semi-parametric frailty models using h likelihood. This package allows lognormal or gamma frailties for random-effect distribution, and it fits shared or multilevel frailty models for correlated survival data. Functions are provided to format and summarize the frailtyHL results. The estimates of fixed effects and frailty parameters and their standard errors are calculated. We illustrate the use of our package with three well known data sets and compare our results with various alternative R-procedures.