Dear R-help,
I am trying to estimate a Cox model with nested effects, or better
h(t,v,w)=v*w*h0(t)*exp(B'x)
where h(t,v,w) is the individual hazard function
w and v are both frailty terms (gamma or normal distributed)
I have 12 clusters and for each one of them I would like to associate a
realization of v, while w is a random effect for the whole population.
At the population level I should integrate out both the frailty
distributions.
This type of model is usually called nested frailty model.
I would like to know if there is a package which could allow me to
estimate it.
Thank you very much indeed
Silvia
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