Bivariate frailty model for the analysis of multivariate survival time.

Because of limitations of the univariate frailty model in analysis of multivariate survival data, a bivariate frailty model is introduced for the analysis of bivariate survival data. This provides tremendous flexibility especially in allowing negative associations between subjects within the same cluster. The approach involves incorporating into the model two possibly correlated frailties for each cluster. The bivariate lognormal distribution is used as the frailty distribution. The model is then generalized to multivariate survival data with two distinguished groups and also to alternating process data. A modified EM algorithm is developed with no requirement of specification of the baseline hazards. The estimators are generalized maximum likelihood estimators with subject-specific interpretation. The model is applied to a mental health study on evaluation of health policy effects for inpatient psychiatric care.