[R] : Re: coxme frailty model standard errors?

Terry Therneau therneau at mayo.edu
Wed Jul 27 14:31:22 CEST 2011


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Hi, but why we do the difference : ltemp <- 2 * diff(tfit
$loglik[1:2]) ??

Where I can find information about Integrate Likelihooh and null like
lihood??

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 1. Basic statistical fact: 2 * difference in loglik between two nested
models = distributed as a chi-square distribution.   For coxme loglik[1]
= likelihood from a null model (all coefs =0).  

 2. In a random effects model the random terms are integrated out of the
likelihood. This is a large topic and it's not easy to give a simple
reference other than 'read one of the class textbooks on mixed effects
models'.



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