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therneau
2012 Feb 10
0
coxme with frailty
...you very much for taking the time to answer. This pointed me in
the right direction.
For those interested, I found a useful explanation of the derivation
of the estimated variance of the random effect in Hosmer & Lemeshow's
Applied Survival Analysis (1999), pp.321-26 (I love your book, Dr.
Therneay, but I needed something easier...). They proceed in 4 steps:
1. Obtain the cumulative hazard function for each subject.
2. Choose an arbitrary value for the variance parameter of the
frailties (call it theta).
3. Compute for each subject an estimate of the value of their
frailties, USING this vari...