Proportional hazards models with discrete frailty

Description/Abstract

We extend proportional hazards frailty models for lifetime data to allow a negative binomial, Poisson, Geometric or other discrete distribution of the frailty variable. This might represent, for example, the unknown number of flaws in an item under test. Zero frailty corresponds to a limited failure model containing a proportion of units that never fail (long-term survivors). Ways of modifying the model to avoid this are discussed. The models are illustrated on a previously published set of data on failures of printed circuit boards and on new data on breaking strengths of samples of cord.