Frailty Models

A frailty model is a random effects model for event time variables, where the random effect acts on hazards. There are two main purposes for considering frailty models. The first purpose is to consider hazards that cannot be explained by observed covariates. Thus, unexplained individual differences are expressed as random effects (frailty). This allows us to clearly distinguish hazard behavior at the population level and the individual level. The other purpose is the construction of a multivariate survival distribution by assuming a common (shared) frailty within a cluster such as a medical center or a family. This shared frailty model can effectively account for intra-cluster dependence among event times. This paper provides an overview of the theory and practice of frailty models, especially univariate frailty models and shared frailty models, and discusses the problems to be addressed by frailty models.