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st: RE: query about cox model with shared frailty


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: query about cox model with shared frailty
Date   Tue, 2 Sep 2008 17:05:33 +0100

Please note that the correct term is Cox model to acknowledge that a
person, Sir David Cox, lies behind it! 

Nick 
n.j.cox@durham.ac.uk 
(correlated, but not related) 

Murali Kuchibhotla

      I a trying to fit a cox regression model for a dataset consisting
of 2
groups-trainees and non-trainees. Because I suspect within-group
correlation in
failure times, the standard cox model is likely to be misspecified,
which I
would like to correct for by using the -shared()- option,as in below:

stcox ability_score male edu_yrs,shared(treatment_new)

Now my question is the following: since the shared frailty model is
supposed to
account for within-group correlation, shouldn't it report different
estimated
frailty variances for each group(trainees and non-trainees)as well as a
corresponding set of parameter estimates for each group, as opposed to
what it
actually reports- a single set of parameter estimates and one estimated
frailty
variance?

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