Message-ID: <505722AE.1060503@mayo.edu>
Date: 2012-09-17T13:16:30Z
From: Terry Therneau
Subject: Correlation between random effects in the package coxme
In-Reply-To: <mailman.29.1347616808.10272.r-help@r-project.org>
On 09/14/2012 05:00 AM, r-help-request at r-project.org wrote:
> Hello,
>
> Why the correlation between the random effects is negative?
> library(coxme)
> rats1<- coxme(Surv(time, status) ~ (1|litter), rats)
> random.effects(rats1)[[1]] #one value for each of the 50 litters
> print(rats1)
>
> rats2<- lmekin(time ~ (1|litter), rats)
> fixed.effects(rats2)
> random.effects(rats2)[[1]] #one value for each of the 50 litters
> print(rats2)
>
> cor(random.effects(rats1)[[1]],random.effects(rats2)[[1]])
>
> Thanks
Because coxph models the death rate, so large coefficients indicate bad news, and lme is
modeling the surival time where large coefficients are good news.
Terry T