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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