Dear all,
I am interested in performing survival analyses with an area-level random
effect (frailty term for each area of residence of individuals). I am using
coxph, and include a frailty term in the model. Here is my model:
mdcox<-coxph(Surv(time,censor)~ gender + age + frailty(area, dist='gauss'),
data)
The model provides the variance of the frailty term (between-area variance),
along with a p-value. Maybe anyone knows if it is possible to obtain a
standard error for the variance parameter, in order to construct a 95%
confidence interval for this parameter?
Second, I would like to obtain those shrunken estimates of the frailty term
in each area. Do you know if there is a command allowing one to ask the
frailty term for each group to be computed? I guess it should be possible to
do it with predict(mdcox, type= ...), but I don't know exactly how to do.
Thank you so much for your help.
Best regards,
Basile Chaix
French National Institute of Health and Medical Research
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