Abstract

The primary goal of this paper is to introduce a novel frailty model based on the weighted Lindley (WL) distribution for modeling clustered survival data. We study the statistical properties of the proposed model. In particular, the amount of unobserved heterogeneity is directly parameterized by the variance of the frailty distribution such as gamma and inverse Gaussian frailty models. Parametric and semiparametric versions of the WL frailty model are studied. A simple expectation-maximization (EM) algorithm is proposed for parameter estimation. Simulation studies are conducted to evaluate its finite sample performance. Finally, we apply the proposed model to a real data set to analyze times after surgery in patients diagnosed with infiltrating ductal carcinoma and compare our results with classical frailty models carried out in this application, which shows the superiority of the proposed model. We implement an R package that includes estimation for fitting the proposed model based on the EM algorithm.