From therneau at mayo.edu  Wed Apr 18 15:02:47 2012
From: therneau at mayo.edu (Terry Therneau)
Date: Wed, 18 Apr 2012 08:02:47 -0500
Subject: [Rd] Method=df for coxph in survival package
Message-ID: <4F8EBB77.3070309@mayo.edu>

In that particular example the value of "4" was pulled out of the air.  
There is no particular justification.

There is a strong relationship between the "effective" degrees of 
freedom and the variance of the random effect, and I often find the df 
scale easier to interpret.  See the Hodges and Sargent paper in 
Biometrika (2001) for a nice explanation of the connection in linear models.

Terry T.

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I've been following the example in the R help page:
http://stat.ethz.ch/R-manual/R-devel/library/survival/html/frailty.html


library(survival);
coxph(Surv(time, status) ~ age + frailty(inst, df=4), lung)


Here, in this particular example they fixed the degrees of freedom for the
random institution effects to be 4.
But, how did they decide?



[Rd] Method=df for coxph in survival package
Terry Therneau