[R] coxme frailty model standard errors?

From: Corey Sparks <corey.sparks_at_utsa.edu>
Date: Wed, 5 Dec 2007 14:39:26 -0600

I am running R 2.6.1 on windows xp
I am trying to fit a cox proportional hazard model with a shared Gaussian frailty term using coxme
My model is specified as:

nofit1<-coxme(Surv(Age,cen1new)~ Sex+bo2+bo3,random=~1|isl,data=mydat)

With x1-x3 being dummy variables, and isl being the community level variable with 4 levels.

Does anyone know if there is a way to get the standard error for the random effect, like in nofit1$var? I would like to know if my random effect is worth writing home about.

Any help would be most appreciated
Corey Sparks

I can get the following output
nofit1<-coxme(Surv(Age,cen1new)~ Sex+bo2+bo3,random=~1|isl, data=no1901) nofit1
Cox mixed-effects model fit by maximum likelihood   Data: no1901
  n=959 (2313 observations deleted due to missingness)   Iterations= 3 69

                    NULL Integrated Penalized
Log-likelihood -600.0795 -581.1718 -577.9682

  Penalized loglik: chisq= 44.22 on 5.61 degrees of freedom, p= 4.3e-08  Integrated loglik: chisq= 37.82 on 4 degrees of freedom, p= 1.2e-07

Fixed effects: Surv(Age, cen1new) ~ Sex + bo2 + bo3

         coef exp(coef) se(coef) z p

Sex 0.2269214  1.254731 0.2151837 1.05 0.2900
bo2 0.5046991  1.656487 0.2510523 2.01 0.0440
bo3 1.0606144  2.888145 0.2726000 3.89 0.0001

Random effects: ~1 | isl 

Variance: 0.3876189

Corey Sparks
Assistant Professor
Department of Demography and Organization Studies University of Texas-San Antonio
One UTSA Circle
San Antonio TX 78249
Phone: 210 458 6858

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