[R] multi-level cox ph with time-dependent covariates

Terry Therneau therneau at mayo.edu
Thu Nov 4 14:26:40 CET 2010

Your question has two levels:
   1. What is the right model for this data
   2. Can model __ be fit

Wrt 2 and coxme: For a reliable fit you need to have more events than
random effects.  Thus for patient/tissue I would want to see multiple
events per patient/tissue pair.  This is statistical issue -- when there
are too few events the confidence intervals for the random effects end
up being a mile wide.  (Exception, if the number of events is very
large, >10^5 say as sometimes occurs in economics studies, the estimates
can work.)  
   coxme works fine with start,stop data.

Wrt question 1.  Your models assume that marker1, marker2, ... each have
the same effect across tissue types.  Adding a random effect gave per
subject or per subject/tissue intercepts.  Do you instead want to do
shrinkage of the marker1, .. coefficients?

Terry Therneau

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