frailtyEM: An R Package for Estimating Semiparametric Shared Frailty Models

Abstract

When analyzing correlated time to event data, shared frailty (random effect) models are particularly attractive. However, the estimation of such models has proved challenging. In semiparametric models, this is further complicated by the presence of the nonparametric baseline hazard. Although recent years have seen an increased availability of software for fitting frailty models, most software packages focus either on a small number of distributions of the random effect, or support only on a few data scenarios. frailtyEM is an R package that provides maximum likelihood estimation of semiparametric shared frailty models using the expectation-maximization algorithm. The implementation is consistent across several scenarios, including possibly left truncated clustered failures and recurrent events in both calendar time and gap time formulation. A large number of frailty distributions belonging to the power variance function family are supported. Several methods facilitate access to predicted survival and cumulative hazard curves, both for an individual and on a population level. An extensive number of summary measures and statistical tests are also provided.