I would like to thank all of you who replied. My question was
>Dear S-plus users
>after fitting a gamma frailty model using the coxph command
>you can ask for the details with coxph.details and then you get
>an estimate of the hazard increment.
>Can anyone give me a reference on what exactly this hazard is
>and how it is estimated?
Terry Therneau replied
> fit <- coxph(Surv(time, status) ~ age + frailty
>(inst, df=4), data=lung)
> dt <- coxph.detail(fit)
> The coxph.detail function treats the fitted frailty
> coefficients as though
>the were a set of fixed offsets. So in the above
>model:
> risk score for a subject = (age - fit$mean)*fit
>$coef + frailty
>where "frailty" is the appropriate frailty
>coefficient from the model; the
>first subject is from institution 3 so his value is
>fit$frail[3]= -.197.
>The hazard increment at a given time is
> #deaths at that time
--------------------
> sum(exp(risk score))
>(for the Breslow method), where the denominator is
>over those still at risk
>and under observation at that time.
Terry Therneau
Also Laurent Drapeau replied that he is out of his office :)
Thanks and best regards
Aris Perperoglou
Department of Medical Statistics
Leiden University Medical Center
P.O.Box 9604,
2300 RC Leiden, The Netherlands
phone +31-71-5276829
fax +31-71-5276799
e-mail a.perperoglou@lumc.nl
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