Addition of a cluster() term fits a Generalized Estimating Equations (GEE) type of model, addition of frailty() fits a random effects model (Mixed Effect or ME). In glm analysis (linear regression, logistic regression, etc) the arguments about the advantages/disadvantages of GEE ve ME would easily fill a volume. Most of this argument carries over to the coxph case; I find both approaches useful.
Caveats: 1. Coxph with cluster() only allows the "working independence" variance structure. The details for other variance structures were worked out by Alicia Z in her Iowa State PhD thesis, but I've never gotton around to implementing it. 2. For random effects, the coxme function is preferred. 3. In comparing GEE and ME one part of the arguement is that the former model is "marginal" and the second "conditional", and thus the coefficients from the models mean different things. I take this with a grain of salt. Remember that ALL models are wrong. Terry Therneau ______________________________________________ [email protected] 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.
