[R] coxme frailty model standard errors?
Corey Sparks
corey.sparks at utsa.edu
Wed Dec 5 21:39:26 CET 2007
Hello,
I am running R 2.6.1 on windows xp
I am trying to fit a cox proportional hazard model with a shared
Gaussian frailty term using coxme
My model is specified as:
nofit1<-coxme(Surv(Age,cen1new)~ Sex+bo2+bo3,random=~1|isl,data=mydat)
With x1-x3 being dummy variables, and isl being the community level
variable with 4 levels.
Does anyone know if there is a way to get the standard error for the
random effect, like in nofit1$var? I would like to know if my random
effect is worth writing home about.
Any help would be most appreciated
Corey Sparks
I can get the following output
nofit1<-coxme(Surv(Age,cen1new)~ Sex+bo2+bo3,random=~1|isl, data=no1901)
nofit1
Cox mixed-effects model fit by maximum likelihood
Data: no1901
n=959 (2313 observations deleted due to missingness)
Iterations= 3 69
NULL Integrated Penalized
Log-likelihood -600.0795 -581.1718 -577.9682
Penalized loglik: chisq= 44.22 on 5.61 degrees of freedom, p= 4.3e-08
Integrated loglik: chisq= 37.82 on 4 degrees of freedom, p= 1.2e-07
Fixed effects: Surv(Age, cen1new) ~ Sex + bo2 + bo3
coef exp(coef) se(coef) z p
Sex 0.2269214 1.254731 0.2151837 1.05 0.2900
bo2 0.5046991 1.656487 0.2510523 2.01 0.0440
bo3 1.0606144 2.888145 0.2726000 3.89 0.0001
Random effects: ~1 | isl
isl
Variance: 0.3876189
Corey Sparks
Assistant Professor
Department of Demography and Organization Studies
University of Texas-San Antonio
One UTSA Circle
San Antonio TX 78249
Phone: 210 458 6858
corey.sparks at utsa.edu
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