[R] Nested frailty model

[Roland Rau]

Hi,

the package 'survival' provides the possibility to estimate Cox PH 
models with a frailty term.
library(survival)
?frailty

If this is not what you are looking for, there is also a package called 
'frailtypack'. But I have no experience with that.

I hope this helps.

Best,
Roland

P.S. Bocconi and survival analysis? Sounds like you work together with 
(or take a course from) Francesco Billari. If this is the case, please 
say hello to him from me.

ah06981 at studbocconi.it wrote:
> Dear R-help,
> I am trying to estimate a Cox model with nested effects, or better
> 
> h(t,v,w)=v*w*h0(t)*exp(B'x)
> 
> where h(t,v,w) is the individual hazard function
>        w and v are both frailty terms (gamma or normal distributed)
> I have 12 clusters and for each one of them I would like to associate a 
> realization of v, while w is a random effect for the whole population. 
> At the population level I should integrate out both the frailty 
> distributions.
> This type of model is usually called nested frailty model.
> I would like to know if there is a package which could allow me to 
> estimate it.
> 
> Thank you very much indeed
> Silvia
> 
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