In that particular example the value of "4" was pulled out of the air.
There is no particular justification.
There is a strong relationship between the "effective" degrees of
freedom and the variance of the random effect, and I often find the df
scale easier to interpret. See the Hodges and Sargent paper in
Biometrika (2001) for a nice explanation of the connection in linear models.
Terry T.
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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?
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