Hi!

I want to estimate a shared gamma frailty model with left truncated data. I use a parametric baseline hazard so that I can use
simple ML estimation. As I have a big data set it is ok to assume piecewise constant baseline hazards. 

As my data are left truncated I have modified the definition of the risk set.

Do I also have to modifiy the frailty distribution if I have left truncated data? And if I have to, how? And if I have to, are time-varying covariates modeled with the method of episode splitting a problem?

Thank you for any comments,

Stefan.



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