Hello,
In running a cox regression model (stcox), I would like to look at within group correlation. I was wondering what the difference is between using vce(cluster x) as compared to shared (x).
In the STATA manual is says:
"One solution would be to fit a standard Cox model, adjusting the standard errors of the estimated hazard ratios to account for the possible correlation by specifying vce(cluster patient).
We could instead model the correlation by assuming that the correlation is the result of a latent patient-level effect, or frailty. That is, rather than fitting a standard model and specifying vce(cluster patient), we could fit a frailty model by specifying shared(patient)".
According to this either method is acceptable. But, what are the differences? Apart from the theta you get when using shared frailty, are there any other advantages to using shared rather than vce cluster?
Thank you for any assistance/ clarification!
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