> (1) Compared to a "normal" coxph model, it seems that I obtain two > standard errors [se(coef) and se2].
At the time the code was written there were two prososed estimates for the se from a penalized model. I didn't know which was better, so offered them both. My best guess was for method 1, so I called it "se" and based the tests on it by default. > (2) Again compared to a "normal" coxph model, the z/p-values are > replaced by] a chi-squared test (Chisq, DF, p). > What is the reason for this? Does a standard z-test not work once a > frailty term is included? The z-test is a chisquare on 1 degree of freedom. The frailty terms don't usually have 1 df, so one can't use the special case. Terry Therneau ______________________________________________ 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.
