R help - Apr 2010 - Interpreting output of coxph with frailty.gamma

Dear all,

this is probably a very silly question, but could anyone tell me what the
different parameters in a coxph model with a frailty.gamma term mean?

Specifically I have two questions:

(1) Compared to a "normal" coxph model, it seems that I obtain two
standard
errors [se(coef) and se2].
What is the difference between those?

(2) Again compared to a "normal" coxph model, the z/p-values are
replaced by
a chi-squared test (Chisq, DF, p).
What is the reason for this? Does a standard z-test not work once a frailty
term is included?

Thanks very much for your help in advance,

Michael




Michael Haenlein
Associate Professor of Marketing
ESCP Europe
Paris, France

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> (1) Compared to a "normal" coxph model, it seems that I obtain
two
> standard errors [se(coef) and se2].
   At the time the code was written there were two prososed estimates
for the se from a penalized model.  I didn't know which was better, so
offered them both.  My best guess was for method 1, so I called it
"se"
and based the tests on it by default.
> (2) Again compared to a "normal" coxph model, the z/p-values are
> replaced by] a chi-squared test (Chisq, DF, p).
> What is the reason for this? Does a standard z-test not work once a
> frailty term is included?
  The z-test is a chisquare on 1 degree of freedom.  The frailty terms
don't usually have 1 df, so one can't use the special case.

Terry Therneau