Seminar at SMU Delhi

When making probabilistic models for survival times, one should consider the fact that individuals are heterogeneous because they differ in their susceptibility to causes of death, response to treatment and influence of various risk factors. Some of this heterogeneity can be taken care by modeling the failure rate by the classical Cox proportional hazard rate (PHRM) model. The observed covariate vector takes into account the heterogeneity present. The unexplained heterogeneity is modeled by introducing random effect in the hazard rate, called the frailty. In this presentation, we shall consider various frailty models and their effect on the resulting hazard rate. In addition, we shall introduce the use of cure frailty models which yield a subgroup of zero susceptibility, which ``survives forever''. This is a relevant model in medicine and demography.