Many thanks Maarten, this helps a lot.
Vinicio
Il giorno 02/feb/2010, alle ore 19.59, Maarten buis ha scritto:
> --- On Tue, 2/2/10, V. Martini wrote:
>> I'm estimating a survival analysis parametric model.
>> The dataset includes different countries, so I have
>> introduced a dummy for each country.
>>
>> Now, I would like to introduce frailty shared at country
>> level in my model, after having removed the dummies for
>> country: does it make any sense, or are the frailty
>> parameters simply going to "replace" the dummies?
>>
>> I other words: introducing in my model
>>
>> -country dummy or
>>
>> -no country dummy + frailty (shared are country level)
>>
>> are equivalent procedure?
>
> Similar but not the same, the frailty model replaces
> the dummies with the idea that these come from a
> distribution. The disadvantage is that we must asume
> this distribution is initially independent from the
> other observed variables. The advantage is that we
> estimate less parameters, instead of all the dummies
> we estimate one variance. This is particularly relevant
> when you want to study the influence of variables that
> remain constant within countries, e.g. their size.
> These variables can be entered in frailty models, while
> with the country dummies these would drop out of the
> model due to multicolinearity. The distinction is
> similar to the distinction between fixed effects and
> random effects models.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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