[R] Nested frailty model

Terry Therneau therneau at mayo.edu
Fri Feb 22 14:32:32 CET 2008


 You want to use coxme, currently found in the kinship package.  It uses lme 
style input, e.g.
 	coxme(Surv(time, status) ~ age + weight, data=mydata,
 		random= ~1 | school/teacher)
 		

  One note: your message seems to imply that you want to use group/subject as 
the random effect.  A Cox model with one random effect per subject is not stable 
-- actually an one where df(random effect) approaches the number of events is 
not --- and you will likely get a variance estimate whose confidence interval is 
(0, huge number).
  
  	Terry Therneau



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