[R] Nested frailty model
Terry Therneau
therneau at mayo.edu
Fri Feb 22 14:32:32 CET 2008
You want to use coxme, currently found in the kinship package. It uses lme
style input, e.g.
coxme(Surv(time, status) ~ age + weight, data=mydata,
random= ~1 | school/teacher)
One note: your message seems to imply that you want to use group/subject as
the random effect. A Cox model with one random effect per subject is not stable
-- actually an one where df(random effect) approaches the number of events is
not --- and you will likely get a variance estimate whose confidence interval is
(0, huge number).
Terry Therneau
More information about the R-help
mailing list