Frailties models, an extension of the proportional hazards model, are used to model clustered survival data. In some situations there may be competing risks within a cluster. When this happens the basic frailty model is no longer appropriate. Depending on the purpose of the analysis, either the cause-specific hazard frailty model or the subhazard frailty model needs to be used. In this work, hierarchical likelihood (h-likelihood) methods are extended to provide a new method for fitting both types of competing risks frailty models. Methods for model selection as well as testing for covariate and clustering effects are discussed. Simulations show that in cases with little information, the h-likelihood method can perform better than the penalized partial likelihood method for estimating the subhazard frailty model. Additional simulations demonstrate that h-likelihood performs well when estimating the cause-specific hazard frailty model assuming both a univariate and bivariate frailty distribution. A real example from a breast cancer clinical trial is used to demonstrate using h-likelihood to fit both types of competing risks frailty models.Public health significance: When researchers have clustered survival data and the observations within those clusters can experience multiple types of events the popular proportional hazards model is no longer appropriate and can lead to biased estimates. For the results of a clinical study to be meaningful the estimated effects of treatments and other covariates needs to be accurate. H-likelihood methods are an alternative to existing procedures and can provide less bias and more accurate information which will ultimately lead to better patient care.
