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

[David Winsemius]

On Feb 12, 2015, at 5:50 PM, Steve Bellan wrote:

> 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!
> 

I would have expected power analyses in mixed model situations to be conducted with bootstrap methods. In that setting you could just collect the zero event cases in one category and use then as part of the denominator.

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David Winsemius
Alameda, CA, USA