[R] Any examples of a frailty model actually used for prediction ?

Koffijberg, H. H.Koffijberg at umcutrecht.nl
Thu Sep 21 08:32:52 CEST 2006

Hi everyone,

I'm looking for any examples of useful frailty models, in particular any situation in which a cox proportional hazards model with frailty outperforms a regular cox proportional hazards model with respect to prediction of the time to event (or the X-year risk of an event). I have defined my own gamma-frailty cox PH model in R but on my simulated data sample it does not predict any better than a regular cox model. In fact the predictions of the frailty model are often worse, *even* when I purposely add gamma-distributed frailty to the simulated sample (as I have previously posted). Can anyone help me, e.g. by pointing me to some R code in which the performance of models with and without frailty component are assessed ? Also any examples in which the actual estimated individual frailty values are used for predictions are very much welcome.

Erik Koffijberg.

Julius Center for Health Sciences and Primary Care
University Medical Center Utrecht Str. 6.131
P.O.Box 85500, 3508 GA Utrecht, The Netherlands
Tel:	+31 30 250 3013,
Fax: 	+31 30 250 5480
E-mail: H.Koffijberg at umcutrecht.nl

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