Hi,
We are running monte carlos on the cox frailty models. We want some values
returned to us, such as the variance of the random effect, which we can get
by requesting theta. We would also like to get the statistical
significance returned (re: the p-value of the Chi-Square stat). Here is
our monte carlo code and an example of what is produced. How do we get the
p-value returned? We'd be very grateful for your help. Below is the
relevant portion of our S+ script.
agfit.frailty <- coxph(Surv(sim1[,2],sim1[,3],sim1[,4]) ~ sim1[,5] +
frailty.gamma(sim1[,1]))
beta<-agfit.frailty$coef
# naivese<-sqrt(diag(agfit.frailty$naive.var))
#There is no robust =true option so only one variance
se<-sqrt(diag(agfit.frailty$var))
frailty<-agfit.frailty$frail
theta<-agfit.frailty$frail
tmp<-cbind(i,beta,se,frailty,theta)
write(tmp,"agfrailty.txt",5,T)
#write.table(tmpf, "frailtb", sep = ",",T)
Thanks, Jan
Janet M. Box-Steffensmeier, Associate Professor
Ohio State University
2140 Derby Hall, 154 N. Oval Mall
Columbus, OH 43210-1373
Phone: (614) 292-9642
Fax: (614) 292-1146
E-mail: jboxstef+@osu.edu
Web page: http://psweb.sbs.ohio-state.edu/faculty/jbox/jboxstef.htm
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