[R] Fitting Random effect tobit model

Abdus Sattar
Thu, 10 May 2007 14:46:17 -0000

Dear R-user:

I have a left censored longitudinally measured data set with 4 variables such as
sub (which is id), x (only covariate), y (repeatedly measured outcome variable)
and w (weights) (note, ?-5? indicates the left censored value in the attached
data set). I am using following R codes (?survival? library and ?survreg?
package) for fitting a random effect tobit model for the left censored
longitudinal data:


library(splines)
library(survival)
setwd('C:/data')
data=read.table('C:/data/Ruser4897.csv', sep=",")
names(data)=c("sub", "x", "y", "w")
data[1:100,]
x=data[,2]
y=data[,3]
w=data[,4]

survreg(Surv(y, y>=0, type='left')~x, dist='gaussian',
weight=w)

The output is as follows:

Call:
survreg(formula = Surv(y, y >= 0, type = "left") ~ x, weights = w,
    dist = "gaussian")

Coefficients:
(Intercept)           x
-18.1990038   0.1749655

Scale= 9.831055

Loglik(model)= -23508.9   Loglik(intercept only)= -23947.1
        Chisq= 876.48 on 1 degrees of freedom, p= 0
n=4840 (57 observations deleted due to missingness)

I am not seeing any estimated variance component in the output. Could you please
help me in finding the appropriate argument in survreg function so that I can
get the estimated variance component in the output please? FYI, if I put ?sub?
using ?cluster(sub)? in the model to get the variance component estimation, then
following error message is giving:


> survreg(Surv(y, y>=0, type='left')~x+cluster(sub),
dist='gaussian', weight=w)
Error in model.frame(formula, rownames, variables, varnames, extras, extranames,
:
        invalid type (closure) for variable 'cluster(sub)'

I have another related question please. If it is possible, how may I fit the
marginal (or population average) model for this data either by modifying
following function or any other function?

survreg(Surv(y, y>=0, type='left')~x, dist='gaussian',
weight=w)

Your suggestion or help could save me from breaking up this endeavor. I would
really appreciate you if you could help me in figuring out the error in my
coding.

Sincerely,

Sattar

_________________________________________
protection around