Reputation: 21
I have data I would like to analyze using a Cox proportional hazards model. The dataset contains an outcome variable (e.g. alive/dead), a follow-up time variable, quantitative and qualitative covariables, and nested cluster variables : patients (with multiple patients clustered within physicians), physicians (with multiple physicians clustered within regions) and regions. Data look like this :
set.seed(666)
n <- 1000
outcome <- sample(c(0,1), n, replace=TRUE)
follow_time <- round(rnorm(n, mean=2, sd=1), 2)*100
covariate1 <- sample(c("A","B","C"), n, replace=TRUE)
covariate2 <- rnorm(n)
covariate3 <- sample(c("X","Y","Z"), n, replace=TRUE)
covariate4 <- rnorm(n)
patient_id <- c(1:1000)
physician_id <- rep(1:200, each = 5)
region_id <- rep(1:10, each = 100)
df <- data.frame(outcome, follow_time, covariate1, covariate2, covariate3, covariate4,
patient_id, physician_id, region_id)
outcome follow_time covariate1 covariate2 covariate3 covariate4 patient_id
1 299 B 1.1179509 Z 0.30611075 1
1 218 B 0.2552784 Z 0.57186034 2
1 259 C 0.2763426 Z -1.55426489 3
0 23 B 0.2477036 Y -0.68620755 4
0 205 B 0.7430005 X -2.00498162 5
1 399 B -1.1510293 X 0.06120172 6
1 204 A -1.0451297 Y 0.10244376 7
0 100 C -0.6770400 Z -1.38118875 8
0 263 C 0.2681764 Z 0.04140385 9
1 130 A -0.7490197 Z 0.99470583 10
physician_id region_id
1 1
1 1
1 1
1 1
1 1
2 1
2 1
2 1
2 1
2 1
The data has a multilevel structure due to clustering of patients within physicians and physicians within regions. I would like to model the effect of theses three levels. I have no problem for a two-levels model, but i can't find any explicite ressource explaining how code this.
Articles I've read briefly mention that function coxme and packages like and frailtypack allow fitting three-multilevel Cox models in R. However, all examples and documentation seem focused on two-level structures only.
I'm uncertain how to properly specify the random effects to account for the three hierarchical levels in my data. Could someone provide a simple code example or steps to fit a three-level Cox model in R? I'm particularly unsure about how to define the frailties across levels.
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