[R] Any examples of a frailty model actually used for prediction ?

From: Koffijberg, H. <H.Koffijberg_at_umcutrecht.nl>
Date: Thu 21 Sep 2006 - 06:32:52 GMT

Hi everyone,

I'm looking for any examples of useful frailty models, in particular any situation in which a cox proportional hazards model with frailty outperforms a regular cox proportional hazards model with respect to prediction of the time to event (or the X-year risk of an event). I have defined my own gamma-frailty cox PH model in R but on my simulated data sample it does not predict any better than a regular cox model. In fact the predictions of the frailty model are often worse, *even* when I purposely add gamma-distributed frailty to the simulated sample (as I have previously posted). Can anyone help me, e.g. by pointing me to some R code in which the performance of models with and without frailty component are assessed ? Also any examples in which the actual estimated individual frailty values are used for predictions are very much welcome.

Thanks.
Erik Koffijberg.



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E-mail: H.Koffijberg@umcutrecht.nl

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