[R] Method=df for coxph in survival package

David Parker david.parker.bernhard at hotmail.com
Tue Apr 17 23:16:19 CEST 2012


I've been following the example in the R help page:
http://stat.ethz.ch/R-manual/R-devel/library/survival/html/frailty.html


library(survival);
coxph(Surv(time, status) ~ age + frailty(inst, df=4), lung)


Here, in this particular example they fixed the degrees of freedom for the
random institution effects to be 4. 
But, how did they decide?

This clearly can't be the number of institutions as there are 19
institutions.
> length(unique(lung$inst))
[1] 19

But, how to decide what degrees of freedom to specify for your random
institution effect? What was the reason they chose df=4? 

Can anyone please direct me (Reference or explanations) how to decide what
df to use for the frailty terms?

Thank you very much.

Dave

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