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From |
"Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: query about cox model with shared frailty |

Date |
Tue, 2 Sep 2008 11:34:28 -0500 |

Murali - The shared frailty model is meant to account for random fluctuations of the hazard over many groups where the groups are a random sample from some population. Then multiple obervations pertaining to the same "group" share this value of the frailty. A typical example is where "groups" are subjects and each subject is observed multiple times. Then there is a different (random) value of the frailty for each subject, but all the observations pertaining to a given subject share the same frailty. The estimation results then only provide the variance of this frailty variable over the population of "groups"; i.e. subjects. Individual values of the frailty are random variables and are not obtained in the estimation process. In your case, you have only 2 treatments and they are definitely not a random sample from a population of treatments. Thus treatment_new should be an explanatory variable in your model, not a frailty variable. Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Murali Kuchibhotla Sent: Tuesday, September 02, 2008 10:55 AM To: statalist@hsphsun2.harvard.edu Subject: st: query about cox model with shared frailty Hello, 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? Murali Kuchibhotla * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: RE: query about cox model with shared frailty***From:*Steven Samuels <sjhsamuels@earthlink.net>

**References**:**st: query about cox model with shared frailty***From:*"Murali Kuchibhotla" <muralik@iastate.edu>

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