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

Thomas Lumley tlumley at u.washington.edu
Tue May 31 20:07:59 CEST 2005

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.


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