Re: [R] Shared Frailty in survival package (left truncation, time-dep. covariates)

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Wed 01 Jun 2005 - 04:07:59 EST

On Tue, 31 May 2005, Stefan Pohl wrote:

> Dear list,
>
> I want o fit a shared gamma frailty model with the frailty specification
> in the survival package.
>
> I have partly left-truncated data and time-dependent covariates. Is it
> possible to combine these two things in the frailty function. Or are the
> results wrong if I use data in the start-stop-formulation which account
> for delayed entry?

It should work: as usual in the Cox model you get left-truncation and time-dependent covariates for free, since the partial likelihood only considers one risk set at a time. You do need to make sure you specify the correct id variable, of course, and left truncation may reduce the amount of information available for estimating the frailty.

         -thomas



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