Re: [R] Frailty model -- Conditional or Marginal?

From: Thomas Lumley <>
Date: Thu, 10 Mar 2011 12:55:21 +1300

On Thu, Mar 10, 2011 at 6:33 AM, hongsheng wu <> wrote:
> Dear all,
> When I ran a frailty model like,
> model <- coxph(Surv(Day, Indicator) ~ trt + frailty(group,
> distribution="gaussian"))
> The variance of effect estimate of trt was estimated by conditional model or
> marginal model?

The frailty model is a conditional model, that is, the hazards for different treatment groups are assumed proportional conditional on the frailty.


Thomas Lumley
Professor of Biostatistics
University of Auckland

______________________________________________ mailing list
PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.
Received on Wed 09 Mar 2011 - 23:58:42 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 10 Mar 2011 - 01:10:20 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.

list of date sections of archive