Winter Semester 2012/2013

Frailty Models

Prof. Dr. Trifon I. Missov

Start: 12 November 2012
End: 31 January 2013
Location:MPI Rostock


Course description:

Frailty models provide a suitable framework to incorporate unobserved heterogeneity and associations into standard survival analysis models. The course will start with an overview of the key concepts in survival analysis. It will focus extensively on univariate and shared frailty models, designed to account for unobserved heterogeneity and random effects. Finally, the course will reveal the main concepts of correlated frailty models, which extend the former two. Most examples will focus on the application of frailty models in human mortality research.


The course consists of ten lectures and four computer labs, 90 minutes each. Computer labs will provide opportunities for students to reproduce some results from the lectures themselves by using computer codes that will be provided. Lectures and computer labs will be held in the period from 12 November to 12 December 2012. In January 2013 students are expected to work on their mini-projects, supervised by the instructors.

Course prerequisites:

The course appeals to students with interests in mathematical/statistical demography. Basic knowledge of survival analysis is preferable, but not mandatory, as all basic concepts will be reviewed in the first part of the course. Familiarity with the course’s programming language R is also desirable, but not compulsory.


Evaluation will be based on either of the following: exercises that will be handed out during the course or a research mini-project. The deadline for their completion is January 31, 2013.

General readings:

Duchateau, L., Janssen, P. (2008). The Frailty Model. Springer, New York

Wienke, A. (2010). Frailty Models in Survival Analysis. Boca Raton, Fla.: CRC Press.

Additional reading materials as well as computer codes will be provided during the course.

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