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Credible range for the variance of a frailty term in a penalized Cox mod

To: <s-news@lists.biostat.wustl.edu>
Subject: Credible range for the variance of a frailty term in a penalized Cox model
From: "Hunsicker, Lawrence" <lawrence-hunsicker@uiowa.edu>
Date: Thu, 28 Aug 2008 16:28:42 -0500
Thread-index: AckJVQucxhi5pOtfS2+zMl0W/HiYpQ==
Thread-topic: [S] Credible range for the variance of a frailty term in a penalized Cox model

Hi, folks.  Another question.

If I do a coxph with a frailty term, the summary tells me that the variance of the frailty term is 0.0305.  But I am not sure what the credible range is for this variance.  The 'intervals' function doesn't work on a penalized Cox model, apparently.  Is there a good way to test whether there is significant residual variability by frailty term after correction for the fixed effects?

Larry Hunsicker

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