Parameter Estimation of Shared Frailty Models Based on Particle Swarm Optimization

Abstract

Standard survival techniques such as proportional hazards model are suffering from the unobserved heterogeneity. Frailty models provide an alternative way in order to account for heterogeneity caused by unobservable risk factors. Although vast studies have been done on estimation procedures, Evolutionary Algorithms (EAs) haven't received much attention in frailty studies. In this paper, we investigate the estimation performance of maximum likelihood estimation (MLE) via Particle Swarm Optimization (PSO) in modelling multivariate survival data with shared gamma frailty. Simulation studies and real data application are performed in order to assess the performance of MLE via PSO, quasi-Newton and conjugate gradient method.