A Nested Frailty Model for Survival Data, With an Application to the Study of Child Survival in Northeast Brazil

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Abstract
This article presents a multivariate hazard model for survival data that are clustered at two hierarchical levels. The model provides corrected parameter estimates and standard errors, as well as estimates of the intragroup correlation at both levels. The model is estimated using the expectation-maximization (EM) algorithm. We apply the model to an analysis of the covariates of child survival using survey data from northeast Brazil collected via a hierarchically clustered sampling scheme. We find that family and community frailty effects are fairly small in magnitude but are of importance because they alter the results in a systematic pattern.

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