Stefan Pohl
2005-May-31 17:40 UTC
[R] Shared Frailty in survival package (left truncation, time-dep. covariates)
Dear list, I want o fit a shared gamma frailty model with the frailty specification in the survival package. I have partly left-truncated data and time-dependent covariates. Is it possible to combine these two things in the frailty function. Or are the results wrong if I use data in the start-stop-formulation which account for delayed entry? Is the frailty distribution updated in the left-truncated case? Or is the frailty function only built for time-constant covariates and left truncated data? Thank you, Stef. [[alternative HTML version deleted]]
Thomas Lumley
2005-May-31 18:07 UTC
[R] Shared Frailty in survival package (left truncation, time-dep. covariates)
On Tue, 31 May 2005, Stefan Pohl wrote:> Dear list, > > I want o fit a shared gamma frailty model with the frailty specification > in the survival package. > > I have partly left-truncated data and time-dependent covariates. Is it > possible to combine these two things in the frailty function. Or are the > results wrong if I use data in the start-stop-formulation which account > for delayed entry?It should work: as usual in the Cox model you get left-truncation and time-dependent covariates for free, since the partial likelihood only considers one risk set at a time. You do need to make sure you specify the correct id variable, of course, and left truncation may reduce the amount of information available for estimating the frailty. -thomas