[R] $theta of frailty in coxph

From: Mohammad Ehsanul Karim <wildscop_at_yahoo.com>
Date: Fri 22 Sep 2006 - 17:06:42 GMT


Dear all,

Does the frailty.object$history[[1]]$theta returns the Variance of random effect?
Why is the value different? Here is an example with kidney data:

> library(survival)
> data(kidney)
> frailty.object<-coxph(Surv(time, status)~ age + sex + disease +
frailty(id), kidney)
> frailty.object

Call:
coxph(formula = Surv(time, status) ~ age + sex + disease + frailty(id),

    data = kidney)

            coef     se(coef) se2    Chisq DF p
age          0.00318 0.0111   0.0111  0.08 1  7.8e-01
sex         -1.48314 0.3582   0.3582 17.14 1  3.5e-05
diseaseGN    0.08796 0.4064   0.4064  0.05 1  8.3e-01
diseaseAN    0.35079 0.3997   0.3997  0.77 1  3.8e-01
diseasePKD  -1.43111 0.6311   0.6311  5.14 1  2.3e-02
frailty(id)                           0.00 0  9.3e-01

Iterations: 6 outer, 28 Newton-Raphson
     Variance of random effect= 5e-07   I-likelihood = -179.1
Degrees of freedom for terms= 1 1 3 0
Likelihood ratio test=17.6 on 5 df, p=0.00342 n= 76

> frailty.object$history[[1]]$theta

[1] 5e-09

Thanks in advance.

Mohammad Ehsanul Karim
Statistical Research and Training,
University of Dhaka

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