[R] Variance of expected survival based on a Cox model with frailty

Pyy-Martikainen Marjo Marjo.Pyy-Martikainen at stat.fi
Mon Jan 2 14:52:00 CET 2006

Dear R users,

I am interested in the expected survival probabilities of an "example person",
calculated on the basis of a Cox model with shared frailty. The example person
has covariate values equal to zero and a frailty term equal to its expected
value. I calculate the expected survival probabilities in the following way:


Then I would like to calculate the variance of the expected survival
probability but
it seems to be a bit tricky.
Has anybody calculated the variance of expected survival probability and
willing to share the code?

Thank you in advance for any help.

Marjo Pyy-Martikainen

More information about the R-help mailing list