[R-sig-Epi] coxphf with frailty, Firth's correction

[Steve Bellan]

Hi all, I'm fitting a coxph gamma frailty model to simulated survival data and running into situations where I have 0 events in one covariate class and the model won't converge. I'd still like a p-value in those cases as this is part of a power analysis. With enough person-time observed 20 events in one group and 0 in another is likely significant, but I want a p-value to be sure. Firth's correction in ‘coxphf’ seems appropriate but coxphf doesn't seem to deal with random effects. Any suggestions would be much appreciated!

Thanks,

Steve

Steve Bellan, PhD, MPH
Post-doctoral Researcher
Lauren Ancel Meyers Research Group
Center for Computational Biology and Bioinformatics
University of Texas at Austin
http://www.bio.utexas.edu/research/meyers/steve_bellan/