[R] Parameters in Gamma Frailty model

syhuang huangsiying at gmail.com
Fri Sep 2 22:53:58 CEST 2011


Dear all,

I'm new to frailty model. I have a question on the output from 'survival'
pack. Below is the output. What does gamma1,2,3  refer to? How do I
calculate joint hazard function or marginal hazard function using info
below? Many thanks!

Call:
coxph(formula = surv ~ as.factor(tibia) + frailty(as.factor(bdcat)), 
    data = try)

  n=877 (1 observation deleted due to missingness)
                          coef  se(coef) se2   Chisq DF   p     
as.factor(tibia)2         0.214 0.126    0.125  2.89 1.00 0.0890
frailty(as.factor(bdcat))                      10.24 1.65 0.0038

                  exp(coef) exp(-coef) lower .95 upper .95
as.factor(tibia)2     1.238      0.808     0.968      1.58
gamma:1               0.716      1.398     0.496      1.03
gamma:2               1.036      0.965     0.750      1.43
gamma:3               1.248      0.801     0.901      1.73

Iterations: 10 outer, 27 Newton-Raphson
     Variance of random effect= 0.0648   I-likelihood = -1756.4 
Degrees of freedom for terms= 1.0 1.6 
Rsquare= 0.016   (max possible= 0.982 )
Likelihood ratio test= 14.3  on 2.64 df,   p=0.00171
Wald test            = 11.5  on 2.64 df,   p=0.00668


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