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In randomized clinical trials where the times to event of two treatment groups are compared under a proportional hazards assumption, it has been established that omitting prognostic factors from the model entails an underestimation of the hazards ratio. Heterogeneity due to unobserved covariates in cancer patient populations is a concern since genomic investigations have revealed molecular and clinical...
In the risk analysis of sequential events, the successive gap times are often correlated, e.g. as a result of an individual heterogeneity. Correlation is usually accounted for by using a shared gamma‐frailty model, where the variance φ of the random individual effect quantifies the correlation between gap times. This method is known to yield satisfactory estimates of covariate effects, but underestimates...
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