Re: [R] Nested frailty model

From: Roland Rau <roland.rproject_at_gmail.com>
Date: Thu, 21 Feb 2008 12:22:11 -0500

Hi,

the package 'survival' provides the possibility to estimate Cox PH models with a frailty term.
library(survival)
?frailty

If this is not what you are looking for, there is also a package called 'frailtypack'. But I have no experience with that.

I hope this helps.

Best,
Roland

P.S. Bocconi and survival analysis? Sounds like you work together with (or take a course from) Francesco Billari. If this is the case, please say hello to him from me.

ah06981_at_studbocconi.it wrote:
> Dear R-help,
> I am trying to estimate a Cox model with nested effects, or better
>
> h(t,v,w)=v*w*h0(t)*exp(B'x)
>
> where h(t,v,w) is the individual hazard function
> w and v are both frailty terms (gamma or normal distributed)
> I have 12 clusters and for each one of them I would like to associate a
> realization of v, while w is a random effect for the whole population.
> At the population level I should integrate out both the frailty
> distributions.
> This type of model is usually called nested frailty model.
> I would like to know if there is a package which could allow me to
> estimate it.
>
> Thank you very much indeed
> Silvia
>
> ______________________________________________
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>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 21 Feb 2008 - 17:27:53 GMT

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