An embedded and charset-unspecified text was scrubbed... Name: not available Url: https://stat.ethz.ch/pipermail/r-help/attachments/20050907/7e7a949c/attachment.pl
Survival analysis with COXPH
2 messages · Basile Chaix, Thomas Lumley
On Wed, 7 Sep 2005, Basile Chaix wrote:
Dear all, I would have some questions on the coxph function for survival analysis, which I use with frailty terms. My model is: mdcox<-coxph(Surv(time,censor)~ gender + age + frailty(area, dist='gauss'), data) I have a very large proportion of censored observations. - If I understand correctly, the function mdcox$frail will return the random effect estimated for each group on the scale of the linear predictor?
Yes
- Similarly, the variance of the frailties is the variance of the terms on the scale of the linear predictor?
Yes
- A p-value is provided for this variance. Is that possible to obtain a 95% CI for the variance of the random effect instead of a p-value?
I don't think anyone knows how to do this. Personally, I'm not really convinced of the usefulness of these frailty models and I don't know how well their properties are known. I wouldn't use them except when I was actually interested in the variance components, and I haven't worked on any problems like that, so I haven't investigated the issue. [I don't write the survival package, I just port it] -thomas Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle