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Re: st: Cox model with Conditional Frailty AND Stratification

From   Maarten Buis <[email protected]>
To   [email protected]
Subject   Re: st: Cox model with Conditional Frailty AND Stratification
Date   Thu, 18 Aug 2011 09:31:12 +0200

On Thu, Aug 18, 2011 at 5:43 AM, Jana von Stein wrote:
> I am trying to specify a Cox model with Conditional Frailty (as in
> Box-Steffensmeier et al. 2007) along with stratification. Does anyone know
> how to do both?

The error message seems pretty clear: "option strata(varname) not
allowed for shared frailty models". This makes perfect sense if the
stratification variable and the id variable for shared frailty are the
same. That model would just not be identified as the stratification
would take care of all variance that the shared frailty might
otherwise pick up. If the stratification variable and id variable
differ, the model may be in theory identified, but I would not be
surprised if in practice most datasets just would not contain enough
information for it to converge.

Hope this helps,

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Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
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