Displaying 20 results from an estimated 1000 matches similar to: "survit function and cox model with frailty"
2003 Aug 04
1
coxph and frailty
Hi:
I have a few clarification questions about the elements returned by
the coxph function used in conjuction with a frailty term.
I create the following group variable:
group <- NULL
group[id<50] <- 1
group[id>=50 & id<100] <- 2
group[id>=100 & id<150] <- 3
group[id>=150 & id<200] <- 4
group[id>=200 & id<250] <- 5
group[id>=250
2004 Nov 08
1
coxph models with frailty
Dear R users:
I'm generating the following survival data:
set.seed(123)
n=200 #sample size
x=rbinom(n,size=1,prob=.5) #binomial treatment
v=rgamma(n,shape=1,scale=1) #gamma frailty
w=rweibull(n,shape=1,scale=1) #Weibull deviates
b=-log(2) #treatment's slope
t=exp( -x*b -log(v) + log(w) ) #failure times
c=rep(1,n) #uncensored indicator
id=seq(1:n) #individual frailty indicator
2007 Apr 20
1
Approaches of Frailty estimation: coxme vs coxph(...frailty(id, dist='gauss'))
Dear List,
In documents (Therneau, 2003 : On mixed-effect cox
models, ...), as far as I came to know, coxme penalize
the partial likelihood (Ripatti, Palmgren, 2000) where
as frailtyPenal (in frailtypack package) uses the
penalized the full likelihood approach (Rondeau et al,
2003).
How, then, coxme and coxph(...frailty(id,
dist='gauss')) differs? Just the coding algorithm, or
in
2002 Oct 08
2
Frailty and coxph
Does someone know the rules by which 'coxph' returns 'frail', the
predicted frailty terms? In my test function:
-----------------------------------------------
fr <- function(){
#testing(frailty terms in 'survival'
require(survival)
dat <- data.frame(exit = 1:6,
event = rep(1, 6),
x = rep(c(0, 1), 3),
2011 Jun 25
2
cluster() or frailty() in coxph
Dear List,
Can anyone please explain the difference between cluster() and
frailty() in a coxph? I am a bit puzzled about it. Would appreciate
any useful reference or direction.
cheers,
Ehsan
> marginal.model <- coxph(Surv(time, status) ~ rx + cluster(litter), rats)
> frailty.model <- coxph(Surv(time, status) ~ rx + frailty(litter), rats)
> marginal.model
Call:
coxph(formula =
2005 May 31
1
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
2008 Apr 17
1
survreg() with frailty
Dear R-users,
I have noticed small discrepencies in the reported estimate of the
variance of the frailty by the print method for survreg() and the
'theta' component included in the object fit:
# Examples in R-2.6.2 for Windows
library(survival) # version 2.34-1 (2008-03-31)
# discrepancy
fit1 <- survreg(Surv(time, status) ~ rx + frailty(litter), rats)
fit1
fit1$history[[1]]$theta
2008 Feb 21
2
Nested frailty model
Dear R-help,
I am trying to estimate a Cox model with nested effects, or better
h(t,v,w)=v*w*h0(t)*exp(B'x)
where h(t,v,w) is the individual hazard function
w and v are both frailty terms (gamma or normal distributed)
I have 12 clusters and for each one of them I would like to associate a
realization of v, while w is a random effect for the whole population.
At the population level
2009 Aug 31
2
How to extract the theta values from coxph frailty models
Hello,
I am working on the frailty model using coxph functions. I am running
some simulations and want to store the variance of frailty (theta)
values from each simulation result. Can anyone help me how to extract
the theta values from the results. I appreciate any help.
Thanks
Shankar Viswanathan
2004 Nov 17
1
frailty and time-dependent covariate
Hello,
I'm trying to estimate a cox model with a frailty variable and time-dependent covariate (below there is the statement I use and the error message). It's seems to be impossible, because every time I add the time-dependent covariate the model doesn't converge. Instead, if I estimate the same model without the time-dependent covariate it's converge. I'd like knowing if
2005 Jul 21
1
output of variance estimate of random effect from a gamma frailty model using Coxph in R
Hi,
I have a question about the output for variance of random effect from a gamma
frailty model using coxph in R. Is it the vairance of frailties themselves or
variance of log frailties? Thanks.
Guanghui
2004 Nov 24
1
OOT: frailty-multinivel
Hola!
I started to search for information about multilevel survival models, and
found frailty in R. This seems to be something of the same, is it the same?
Then: why the name frailty (weekness?)
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
2007 Apr 17
3
Extracting approximate Wald test (Chisq) from coxph(..frailty)
Dear List,
How do I extract the approximate Wald test for the
frailty (in the following example 17.89 value)?
What about the P-values, other Chisq, DF, se(coef) and
se2? How can they be extracted?
######################################################>
kfitm1
Call:
coxph(formula = Surv(time, status) ~ age + sex +
disease + frailty(id,
dist = "gauss"), data = kidney)
2012 Dec 03
1
fitting a gamma frailty model (coxph)
Dear all,
I have a data set<http://yaap.it/paste/c11b9fdcfd68d02b#gIVtLrrme3MaiQd9hHy1zcTjRq7VsVQ8eAZ2fol1lUc=>with
6 clusters, each containing 48 (possibly censored, in which case
"event = 0") survival times. The "x" column contains a binary explanatory
variable. I try to describe that data with a gamma frailty model as follows:
library(survival)
mod <-
2010 Apr 26
1
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,
2012 Feb 03
1
coxme with frailty--variance of random effect?
Dear all,
This probably stems from my lack of understanding of the model, but I
do not understand the variance of the random effect reported in coxme.
Consider the following toy example:
#------------------------------- BEGINNING OF CODE
------------------------------------------------
library(survival)
library(coxme)
#--- Generate toy data:
d <- data.frame(id = c(1:100), #
2004 Oct 21
1
inverse gaussian distribution of frailty variable
Hello,
I'm Emanuela, I'm implemented a survival analysis and I'm trying to use a frailty model with inverse gaussian distribution, but I'm not able to find the right code, because it seems to be only a gamma and a gaussian distribution. Is there also the inverse gaussian distribution?
Thanks a lot
Emanuela Rossi
2007 Dec 05
4
coxme frailty model standard errors?
Hello,
I am running R 2.6.1 on windows xp
I am trying to fit a cox proportional hazard model with a shared
Gaussian frailty term using coxme
My model is specified as:
nofit1<-coxme(Surv(Age,cen1new)~ Sex+bo2+bo3,random=~1|isl,data=mydat)
With x1-x3 being dummy variables, and isl being the community level
variable with 4 levels.
Does anyone know if there is a way to get the standard error
2005 Sep 08
1
Survival model with cross-classified shared frailties
Dear All,
The "coxph" function in the "survival" package allows multiple frailty
terms. In all the examples I saw, however, the frailty terms are nested.
What will happen if I have non-nested (that is, cross-classified) frailties
in the model? Will the model still work? Do I need to take special cares
when specifying these models? Thanks!
Shige
[[alternative HTML
2003 May 07
0
frailty models in survreg() -- survival package (PR#2933)
I am confused on how the log-likelihood is calculated in a parametric
survival problem with frailty. I see a contradiction in the frailty() help
file vs. the source code of frailty.gamma(), frailty.gaussian() and
frailty.t().
The function frailty.gaussian() appears to calculate the penalty as the
negative log-density of independent Gaussian variables, as one would
expect:
>