[R-sig-ME] Multiple random slopes in coxme

[David Duffy]

> I have placed a masked sample of my data as a .csv at
> https://github.com/psmalone/reprex/blob/main/coxme_test.csv .

I don't know how much it helps, but I think parametric survival models are more robust if you want slopes
eg for your data above, a Weibull model:

survreg(formula = Surv(FailTime, Event) ~ x1 + x2 + (x1 + x2) *  frailty(cluster), data = x)

                    coef     se(coef) se2      Chisq    DF   p      
(Intercept)          7.47245 0.038162 0.030435 38340.62  1.0 0.0e+00
x1                  -0.04780 0.047612 0.044369     1.01  1.0 3.2e-01
x2                   0.06143 0.038344 0.038165     2.57  1.0 1.1e-01
frailty(cluster)                                 157.43 71.1 1.8e-08
x1:frailty(cluster)  0.00104 0.000746 0.000659     1.95  1.0 1.6e-01
x2:frailty(cluster) -0.00171 0.000642 0.000638     7.08  1.0 7.8e-03

Scale= 0.552 

Iterations: 10 outer, 30 Newton-Raphson
     Variance of random effect= 0.0522   I-likelihood = -5351.6 
Degrees of freedom for terms=  0.6  0.9  1.0 71.1  0.8  1.0  1.0 
Likelihood ratio test=224  on 74.3 df, p=<2e-16  n= 5000