[R] Survival analysis with COXPH

[Thomas Lumley]

On Wed, 7 Sep 2005, Basile Chaix wrote:

> Dear all,
> I would have some questions on the coxph function for survival analysis,
> which I use with frailty terms.
>
> My model is:
> mdcox<-coxph(Surv(time,censor)~ gender + age + frailty(area, dist='gauss'),
> data)
> I have a very large proportion of censored observations.
>
> - If I understand correctly, the function mdcox$frail will return the random
> effect estimated for each group on the scale of the linear predictor?

Yes

> - Similarly, the variance of the frailties is the variance of the terms on
> the scale of the linear predictor?

Yes

> - A p-value is provided for this variance. Is that possible to obtain a 95%
> CI for the variance of the random effect instead of a p-value?

I don't think anyone knows how to do this.  Personally, I'm not really 
convinced of the usefulness of these frailty models and I don't know how 
well their properties are known.  I wouldn't use them except when I was 
actually interested in the variance components, and I haven't worked on 
any problems like that, so I haven't investigated the issue.

[I don't write the survival package, I just port it]


 	-thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle