[R] Cox model with a frailty term

From: Basile Chaix <chaix_at_u707.jussieu.fr>
Date: Tue 06 Sep 2005 - 01:12:55 EST

Dear all,
I am interested in performing survival analyses with an area-level random effect (frailty term for each area of residence of individuals). I am using coxph, and include a frailty term in the model. Here is my model:  

mdcox<-coxph(Surv(time,censor)~ gender + age + frailty(area, dist='gauss'), data)  

The model provides the variance of the frailty term (between-area variance), along with a p-value. Maybe anyone knows if it is possible to obtain a standard error for the variance parameter, in order to construct a 95% confidence interval for this parameter?

Second, I would like to obtain those shrunken estimates of the frailty term in each area. Do you know if there is a command allowing one to ask the frailty term for each group to be computed? I guess it should be possible to do it with predict(mdcox, type= ...), but I don't know exactly how to do.

Thank you so much for your help.

Best regards,

Basile Chaix
French National Institute of Health and Medical Research  

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