[R] variances of random effects in coxme
therneau at mayo.edu
Mon Oct 8 16:07:11 CEST 2012
You are right, those look suspicious. What version of R and of the coxme package are you
running? Later version of coxme use multiple starting estimates due to precisely this
kind of problem.
Also, when the true MLE is variance=0 the program purposely never quite gets there, in
order to avoid log(0). Compare the log-lik to a fixed effects model with those covariates.
I can't do more than guess without a reproducable example.
On 10/08/2012 05:00 AM, r-help-request at r-project.org wrote:
> Dear R users,
> I'm using the function coxme of the package coxme in order to build Cox
> models with complex random effects. Unfortunately, I sometimes get
> surprising estimations of the variances of the random effects.
> I ran models with different fixed covariates but always with the same 3
> random effects defined by the argument
> varlist=coxmeMlist(list(mat1,mat2,mat3), rescale = F, pdcheck = F,
> positive=F). I get a few times exactly the same estimations of the
> parameters of the random effects whereas the fixed effects of the models
> are different:
> Random effects
> Group Variable Std Dev Variance
> idp Vmat.1 0.10000000 0.01000000
> Vmat.2 0.02236068 0.00050000
> Vmat.3 0.02449490 0.00060000
> The variances are round figures, so I have the feeling that the algorithm
> didn't succeed in fitting the model.
> Has anyone ever faced to this problem?
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