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

[Terry Therneau]

Addition of a cluster() term fits a Generalized Estimating Equations
(GEE) type of model, addition of frailty() fits a random effects  model
(Mixed Effect or ME).  In glm analysis (linear regression, logistic
regression, etc) the arguments about the advantages/disadvantages of GEE
ve ME would easily fill a volume.  Most of this argument carries over to
the coxph case; I find both approaches useful.  

Caveats:
  1. Coxph with cluster() only allows the "working independence"
variance structure.  The details for other variance structures were
worked out by Alicia Z in her Iowa State PhD thesis, but I've never
gotton around to implementing it.
  2. For random effects, the coxme function is preferred.
  3. In comparing GEE and ME one part of the arguement is that the
former model is "marginal" and the second "conditional", and thus the
coefficients from the models mean different things.  I take this with a
grain of salt.  Remember that ALL models are wrong.

Terry Therneau