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st: gamma frailty


From   rahul telang <rtelang@andrew.cmu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: gamma frailty
Date   Thu, 24 Jun 2004 11:48:16 -0400

I am running streg with weibull distribution and gamma frailty and want to test the impact of a categorical variable (x = 0 or 1). When I plot the hazard rate (stcurve) for x = 0 and x = 1, I can see that x = 1 increases the hazard but only for low values of duration. After some time both hazards converge (x does note matter after few days have elapsed) I am worried that proportionality assumption is violated. Some other tests though suggest that proportionality assumption is not significantly violated.

When the run the model without frailty, the two hazards are almost parallel for entire duration with (for x=0 and 1). But the fit of the model is
much worse.

Should I stick to frailty model and somehow try to correct for non-proportionality or not include frailty? Frailty model suggests significant heterogeneity.

Rahul





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