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survit function and cox model with frailty

On Tue, 20 May 2003, Thomas W Blackwell wrote:

            
Actually I think one CAN'T get to the bottom of this.  I don't think
survfit works on models with frailties.

I don't actually understand what the intent is (and why the multiple time
periods with identical covariates), but it isn't going to be at all
straightforward to do a proper prediction for a single new case: the
survival curve should be the survival distribution with the frailty
integrated out, which is hard.

It should be possible to do a prediction setting the frailty to 1, but it
isn't.  Given that coxph will fit user-defined penalised likelihoods
survfit would have to be fairly clever to guess what it was supposed to do
in each circumstance.


	-thomas