Re: st: RE: query about cox model with shared frailty

[Steven Samuels <sjhsamuels@earthlink.net>]

-

If Murali specifies treatment_new as a stratum variable in the Cox   
model, he will get probably different survival curves (or hazard  
curves) in each stratum, with possibly different within-stratum  
variation.

-Steve
On Sep 2, 2008, at 12:34 PM, Feiveson, Alan H. (JSC-SK311) wrote:


> 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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