cluster {survival} | R Documentation |
This is a special function used in the context of survival models. It
identifies correlated groups of observations, and is used on the right hand
side of a formula.
Using cluster()
in a formula implies that
robust sandwich variance estimators are desired.
cluster(x)
x |
A character, factor, or numeric variable. |
The function's only action is semantic, to mark a variable as the cluster indicator. The resulting variance is what is known as the “working independence” variance in a GEE model. Note that one cannot use both a frailty term and a cluster term in the same model, the first is a mixed-effects approach to correlation and the second a GEE approach, and these don't mix.
x
marginal.model <- coxph(Surv(time, status) ~ rx + cluster(litter), rats, subset=(sex=='f')) frailty.model <- coxph(Surv(time, status) ~ rx + frailty(litter), rats, subset=(sex=='f'))