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st: RE: query about cox model with shared frailty


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






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