Dear all,
Does the frailty.object$history[[1]]$theta returns the Variance of random
effect?
Why is the value different? Here is an example with kidney data:
> library(survival)
> data(kidney)
> frailty.object<-coxph(Surv(time, status)~ age + sex + disease +
frailty(id), kidney)
> frailty.object
Call:
coxph(formula = Surv(time, status) ~ age + sex + disease + frailty(id),
data = kidney)
coef se(coef) se2 Chisq DF p
age 0.00318 0.0111 0.0111 0.08 1 7.8e-01
sex -1.48314 0.3582 0.3582 17.14 1 3.5e-05
diseaseGN 0.08796 0.4064 0.4064 0.05 1 8.3e-01
diseaseAN 0.35079 0.3997 0.3997 0.77 1 3.8e-01
diseasePKD -1.43111 0.6311 0.6311 5.14 1 2.3e-02
frailty(id) 0.00 0 9.3e-01
Iterations: 6 outer, 28 Newton-Raphson
Variance of random effect= 5e-07 I-likelihood = -179.1
Degrees of freedom for terms= 1 1 3 0
Likelihood ratio test=17.6 on 5 df, p=0.00342 n= 76
> frailty.object$history[[1]]$theta
[1] 5e-09
Thanks in advance.
Mohammad Ehsanul Karim
Statistical Research and Training,
University of Dhaka
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