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Shared Frailty in survival package (left truncation, time-dep. covariates)
2 messages · Stefan Pohl, Thomas Lumley
On Tue, 31 May 2005, Stefan Pohl wrote:
Dear list, I want o fit a shared gamma frailty model with the frailty specification in the survival package. I have partly left-truncated data and time-dependent covariates. Is it possible to combine these two things in the frailty function. Or are the results wrong if I use data in the start-stop-formulation which account for delayed entry?
It should work: as usual in the Cox model you get left-truncation and time-dependent covariates for free, since the partial likelihood only considers one risk set at a time. You do need to make sure you specify the correct id variable, of course, and left truncation may reduce the amount of information available for estimating the frailty. -thomas