Dear all,
this is probably a very silly question, but could anyone tell me what the
different parameters in a coxph model with a frailty.gamma term mean?
Specifically I have two questions:
(1) Compared to a "normal" coxph model, it seems that I obtain two standard
errors [se(coef) and se2].
What is the difference between those?
(2) Again compared to a "normal" coxph model, the z/p-values are replaced by
a chi-squared test (Chisq, DF, p).
What is the reason for this? Does a standard z-test not work once a frailty
term is included?
Thanks very much for your help in advance,
Michael
Michael Haenlein
Associate Professor of Marketing
ESCP Europe
Paris, France
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