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R version 2.11.1 (2010-05-31)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(survival)
Loading required package: splines
> #
> # The constuction of a survival curve with sparse frailties
> #
> # In this case the coefficient vector is kept in two parts, the
> # fixed coefs and the (often very large) random effects coefficients
> # The survfit function treats the second set of coefficients as fixed
> # values, to avoid an unmanagable variance matrix, and behaves like
> # the second fit below.
>
> fit1 <- coxph(Surv(time, status) ~ age + frailty(inst), lung)
> sfit1 <- survfit(fit1)
>
> # A parallel model with the frailties treated as fixed offsets
> offvar <- fit1$frail[as.numeric(factor(lung$inst))]
> fit2 <- coxph(Surv(time, status) ~ age + offset(offvar),lung)
> fit2$var <- fit1$var #force variances to match
>
> all.equal(fit1$coef, fit2$coef)
[1] TRUE
> sfit2 <- survfit(fit2, newdata=list(age=fit1$means, offvar=0))
> all.equal(sfit1$surv, sfit2$surv)
[1] TRUE
> all.equal(sfit1$var, sfit2$var)
[1] TRUE
>
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