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Re: st: cluster v. shared frailty
Sarah A. Mustillo <email@example.com> asked about the
difference between a shared frailty model and the -cluster- option when
> I am running a cox model on data that are clustered by study site.
> "One solution would be to fit a standard Cox model, adjusting the standard
> errors of the estimated hazard ratios to account for the possible
> correlation by specifying cluster(patient).
> Alternatively, one can model the correlation by assuming that the
> correlation is the result of a latent patient-level effect, or frailty.
> That is, rather than fitting a standard model and specifying
> cluster(patient), fit a frailty model by specifying shared(patient)."
> How does one decide which method to use?
I want to say "go with the shared frailty", because the -cluster- option
is not fitting a more sophisticated model; it's just giving you a more
generous standard error estimate. My instinct says to me that building
the correlation within study-site into the model has to be better.
BUT that is only good advice IF shared frailty is the correct model.
Thus, to compare the models, I would look at goodness-of-fit tests and
the residuals (as suggested in chapter 11 of Stata's Survival Analysis
Also, I found some similar questions by searching the Statlist archive
Here are two repsonses on the same subject:
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