A couple of clarifications for you.
1. I write mixed effects Cox models as exp(X beta + Z b), beta = fixed
effects coefficients and b = random effects coefficients. I'm using
notation that is common in linear mixed effects models (on purpose).
About 2/3 of the papers use exp(X beta)* c, i.e.,
Thank you very much for taking the time to answer. This pointed me in
the right direction.
For those interested, I found a useful explanation of the derivation
of the estimated variance of the random effect in Hosmer & Lemeshow's
Applied Survival Analysis (1999), pp.321-26 (I love your book, Dr.
T
In answer to the several questions:
1. Variance of the random effect: Your example is not reproducable
since you didn't give the random number seed. Instead I'll use one of
the data sets that comes with the survival package.
> library(coxme)
> fit <- coxme(Surv(tstart, tstop, status) ~ treat + (
Dear all,
This probably stems from my lack of understanding of the model, but I
do not understand the variance of the random effect reported in coxme.
Consider the following toy example:
#--- BEGINNING OF CODE
library(su
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