Hi Ehsan, My understanding (hopefully someone will jump in if this is wrong) is that cluster() identifies a variable that is an indicator for correlated observations (rats in a litter, children in a classroom, etc.). The relative risk from treatment (rx) is for a random sample of rats.
frailty() estimates the relative risk from treatment (rx) within litters. Also, by default, it (frailty) uses a gamma distribution and estimates the scale parameter unless specified by theta (or df). There is an entire chapter devoted to frailty models in Therneau & Grambsch book on the cox model (the title is something like Survival Data Analysis). HTH, Josh On Sat, Jun 25, 2011 at 3:48 PM, Ehsan Karim <wilds...@hotmail.com> wrote: > 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 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://www.joshuawiley.com/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.