Dear R users,
I'm using the function coxme of the package coxme in order to build Cox
models with complex random effects. Unfortunately, I sometimes get
surprising estimations of the variances of the random effects.
I ran models with different fixed covariates but always with the same 3
random effects defined by the argument
varlist=coxmeMlist(list(mat1,mat2,mat3), rescale = F, pdcheck = F,
positive=F). I get a few times exactly the same estimations of the
parameters of the random effects whereas the fixed effects of the models
are different:
Random effects
Group Variable Std Dev Variance
idp Vmat.1 0.10000000 0.01000000
Vmat.2 0.02236068 0.00050000
Vmat.3 0.02449490 0.00060000
The variances are round figures, so I have the feeling that the algorithm
didn't succeed in fitting the model.
Has anyone ever faced to this problem?
Thanks,
Hugo
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