Hi, the package 'survival' provides the possibility to estimate Cox PH models with a frailty term. library(survival) ?frailty
If this is not what you are looking for, there is also a package called 'frailtypack'. But I have no experience with that. I hope this helps. Best, Roland P.S. Bocconi and survival analysis? Sounds like you work together with (or take a course from) Francesco Billari. If this is the case, please say hello to him from me. [EMAIL PROTECTED] wrote: > Dear R-help, > I am trying to estimate a Cox model with nested effects, or better > > h(t,v,w)=v*w*h0(t)*exp(B'x) > > where h(t,v,w) is the individual hazard function > w and v are both frailty terms (gamma or normal distributed) > I have 12 clusters and for each one of them I would like to associate a > realization of v, while w is a random effect for the whole population. > At the population level I should integrate out both the frailty > distributions. > This type of model is usually called nested frailty model. > I would like to know if there is a package which could allow me to > estimate it. > > Thank you very much indeed > Silvia > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
