> 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 ...
First, use coxme for the models. It is superior to coxph + frailty.
To test for significance of the random effect, compare the integrated
likelihood from a coxme model to the model without a random effect, i.e., to a
coxph result with the same variables. A standard LR test.
To get a confidence interval you need to use the profile likelihood. Use the
variance= argument of coxme to get the likelihood for various trial values of
the variance, and find the values such that 2*(difference in likelihood) =
chisq
on one df. Confidence intervals for this parameter are often aysmmetric.
Terry Therneau
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