[R] survit function and cox model with frailty

Thomas Lumley tlumley at u.washington.edu
Tue May 20 17:15:12 CEST 2003

On Tue, 20 May 2003, Thomas W Blackwell wrote:

> I reassure you that you CAN get to the bottom of this.
> I think you're making progress.  One step going forward
> might be to look at  help("model.frame"), since that's
> what causes the initial error message, and think about
> how the arguments get matched in  survfit().

Actually I think one CAN'T get to the bottom of this.  I don't think
survfit works on models with frailties.

I don't actually understand what the intent is (and why the multiple time
periods with identical covariates), but it isn't going to be at all
straightforward to do a proper prediction for a single new case: the
survival curve should be the survival distribution with the frailty
integrated out, which is hard.

It should be possible to do a prediction setting the frailty to 1, but it
isn't.  Given that coxph will fit user-defined penalised likelihoods
survfit would have to be fairly clever to guess what it was supposed to do
in each circumstance.


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