[R] cluster() or frailty() in coxph

[Ehsan Karim]

Dear List,

Can anyone please explain the difference between cluster() and
frailty() in a coxph? I am a bit puzzled about it. Would appreciate
any useful reference or direction.

cheers,

Ehsan



> marginal.model <- coxph(Surv(time, status) ~ rx + cluster(litter), rats)
> frailty.model  <- coxph(Surv(time, status) ~ rx + frailty(litter), rats)
> marginal.model
Call:
coxph(formula = Surv(time, status) ~ rx + cluster(litter), data = rats)


    coef exp(coef) se(coef) robust se    z      p
rx 0.905      2.47    0.318     0.303 2.99 0.0028

Likelihood ratio test=7.98  on 1 df, p=0.00474  n= 150
> frailty.model
Call:
coxph(formula = Surv(time, status) ~ rx + frailty(litter), data = rats)

                coef  se(coef) se2   Chisq DF   p
rx              0.914 0.323    0.319  8.01  1.0 0.0046
frailty(litter)                      17.69 14.4 0.2400

Iterations: 6 outer, 24 Newton-Raphson
     Variance of random effect= 0.499   I-likelihood = -180.8
Degrees of freedom for terms=  1.0 14.4
Likelihood ratio test=37.6  on 15.4 df, p=0.00124  n= 150