On Thu, 17 Apr 2008, Dimitris Rizopoulos wrote: > Dear R-users, > > I have noticed small discrepencies in the reported estimate of the > variance of the frailty by the print method for survreg() and the > 'theta' component included in the object fit:
This is the print method for class "survreg.penal". It is using > fit1$printfun[[1]] function (coef, var, var2, df, history) { if (!is.null(history$history)) theta <- history$history[nrow(history$history), 1] else theta <- history$theta clog <- history$c.loglik if (is.matrix(var)) test <- coxph.wtest(var, coef)$test else test <- sum(coef^2/var) df2 <- max(df, 0.5) list(coef = c(NA, NA, NA, test, df, 1 - pchisq(test, df2)), history = paste("Variance of random effect=", format(theta), " I-likelihood =", format(round(clog, 1), digits = 10))) } that is fit1$history[[1]]$history[10, 1] Short answer: your fit1 did not converge, and the others only rouighly converged. > > # Examples in R-2.6.2 for Windows > > library(survival) # version 2.34-1 (2008-03-31) > > # discrepancy > fit1 <- survreg(Surv(time, status) ~ rx + frailty(litter), rats) > fit1 > fit1$history[[1]]$theta > > # OK > fit2 <- survreg(Surv(time, status) ~ rx + frailty(litter, df = 13), > rats) > fit2 > fit2$history[[1]]$theta > > # discrepancy > fit3 <- survreg(Surv(time, status)~ age + sex + frailty(id), kidney) > fit3 > fit3$history[[1]]$theta > > # OK > fit4 <- survreg(Surv(time, status)~ age + frailty(id), kidney) > fit4 > fit4$history[[1]]$theta > > > Am I missing something? Thanks in advance for any pointers! > > Best, > Dimitris > > ---- > Dimitris Rizopoulos > Biostatistical Centre > School of Public Health > Catholic University of Leuven > > Address: Kapucijnenvoer 35, Leuven, Belgium > Tel: +32/(0)16/336899 > Fax: +32/(0)16/337015 > Web: http://med.kuleuven.be/biostat/ > http://www.student.kuleuven.be/~m0390867/dimitris.htm > > > Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.