[R] Clustering over strata using a Cox proportional hazard model
tlumley at u.washington.edu
Fri Mar 24 18:11:47 CET 2006
On Fri, 24 Mar 2006, May, Roel wrote:
> Hi all,
> I wish to do build discrete choice model to analyse habitat selection of
> This can be done with a 'tricked' stratified Cox proportional hazard
> For each individual animal each selected position, and possible
> alternative non-used available positions are combined into strata.
> This means that one stratum contains a set of 1 used position and
> several positions which were available to the animal but were not
> Ultimately this renders unique choice sets for all observations in the
> The stratified model works fine and does its work as should.
You could also have used clogit(), which does exactly this.
> The problem however is that, having checked the residuals, there is a
> high variation between individuals.
> Is it somehow possible to account for preferences that vary among
> individuals? I am thinking along the lines of clustering the data over
> the strata or using specific individual weights. I have looked into the
> cluster() function, but this does not result in any differences in the
> residuals. If using the cluster() function is the right way to take, how
> can I check if it worked to remove individual preferences?
cluster() affects only the standard error computations. It uses the
Huber/White "sandwich" standard error estimates, which consistently
estimate the actual standard error of your estimate. You can think of them
as a bargain-basement version of bootstrapping.
In some situations this is all you need, because the correlation does not
prevent a sensible interpretation of your regression coefficients. In
other cases you want a different model that will give different regression
Thomas Lumley Assoc. Professor, Biostatistics
tlumley at u.washington.edu University of Washington, Seattle
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