
R Under development (unstable) (2019-05-15 r76504) -- "Unsuffered Consequences"
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> library(survival)
> #
> # 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$surv, tol=1e-7)
[1] TRUE
> all.equal(sfit1$var, sfit2$var)
[1] TRUE
> 
> proc.time()
   user  system elapsed 
  0.768   0.040   0.807 
