A NESTED FRAILTY MODEL FOR SURVIVAL-DATA, WITH AN APPLICATION TO THE STUDY OF CHILD SURVIVAL IN NORTHEAST BRAZIL

This article presents a multivariate hazard model for survival data th at are clustered at two hierarchical levels. The model provides correc ted parameter estimates and standard errors, as well as estimates of t he 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 sun ey data from n ortheast Brazil collected via a hierarchically clustered sampling sche me. 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.