Frailty estimates in coxph object

Question

If one uses obj=coxph(... + frailty(id) ), then the object also returns (log)frailty estimates for each individual, which can be extracted with obj$frail.

Does anybody knows how these estimates are being obtained? Are they Empirical Bayes estimates?

Thanks!

Theodor

Answer 1

The default distribution for frailty can be seen in the ?frailty page to be "gamma". If you look at the frailty function (which is not hidden) you see that it simply pastes the name of the distribution onto "frailty." and uses get() to retrieve the proper function. So look at frailty.gamma (also not hidden) to find the answers to your question. Looking back at the help page again, you can see that I should have been able to figure all that out without looking at the code, since it's right up at the top of the page. But there are many routes to knowledge with R. (They are ML, not "empirical Bayes", estimates.)

The help page suggests to me that the author (Therneau) expects you to consult Therneau and Grambsch for further details not obvious from reading the code. If you are doing serious work with survival models in R that is a very useful book to have. It's very clear and helpful in understanding the underpinnings of the 'survival'-package.