Hello, I want to generate data set from Cox PH model with gamma frailty effects.
theta(parameter for frailty distribution)=2 beta=1.5 n=300 cluster size=30 number of clusters=10 I think I should first generate u from Gamma(Theta,theta) and then using this theta I could not decide how I should generate the survival times? Is there any package for this? or any document you could suggest? Any help is appreciated. Many thanks in advance. Aysun > Anyone know how to get p-values for the t-values from the coefficients > produced in vglm? > Attached is the code and output — see comment added to output to show > where I need p-values > > > + print(paste("********** Using VGAM function gamma2 **********")) > + modl2<- > vglm(MidPoint~Count,gamma2,data=modl.subset,trace=TRUE,crit="c") > + print(coef(modl2,matrix=TRUE)) > + print(summary(modl2)) > > > [1] "********** Using VGAM function gamma2 **********" > VGLM linear loop 1 : coefficients = > 0.408464609241, 3.255887520104, -0.000220585671 > VGLM linear loop 2 : coefficients = > 2.34723239e-01, 1.28969691e+00, -4.52393778e-05 > VGLM linear loop 3 : coefficients = > 2.19500481e-01, 1.92534895e+00, -3.02160949e-05 > VGLM linear loop 4 : coefficients = > 2.19383151e-01, 2.26845910e+00, -3.00838664e-05 > VGLM linear loop 5 : coefficients = > 2.19383045e-01, 2.34645688e+00, -3.00836087e-05 > VGLM linear loop 6 : coefficients = > 2.19383045e-01, 2.34977070e+00, -3.00836082e-05 > VGLM linear loop 7 : coefficients = > 2.19383045e-01, 2.34977637e+00, -3.00836082e-05 > VGLM linear loop 8 : coefficients = > 2.19383045e-01, 2.34977637e+00, -3.00836082e-05 > log(mu) log(shape) > (Intercept) 2.193830e-01 2.349776 > Count -3.008361e-05 0.000000 > > Call: > vglm(formula = MidPoint ~ Count, family = gamma2, data = modl.subset, > trace = TRUE, crit = "c") > > Pearson Residuals: > Min 1Q Median 3Q Max > log(mu) -1.7037 -0.82997 0.072275 0.78520 1.72834 > log(shape) -2.5152 -0.32448 0.254698 0.58772 0.70678 > > > ######### NEED P-VALUES HERE ######### > > Coefficients: > Value Std. Error t value > (Intercept):1 2.1938e-01 5.2679e-02 4.16455 > (Intercept):2 2.3498e+00 1.7541e-01 13.39574 > Count -3.0084e-05 8.9484e-05 -0.33619 > > Number of linear predictors: 2 > > Names of linear predictors: log(mu), log(shape) > > Dispersion Parameter for gamma2 family: 1 > > Log-likelihood: -26.39268 on 123 degrees of freedom > > Number of Iterations: 8 > > > Steven Matthew Anderson > > Anderson Research, LLC > Statistical Programming and Analysis > SAS (R) Certified Professional > adastr...@mac.com > > Ad Astra per Aspera > > שָׁלוֹם > > ______________________________________________ > 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.