Hi all,

I am fitting a Cox model with shared frailty and I hope to get the (pseudo) R squared for my model. Here is my code:

stcox x1 x2 x3 x4, shared(ID)
display e(r2_p)

Nothing comes out.


However, if I take out the shared command, I can get an output of (pseudo) R squared.

stcox x1 x2 x3 x4
display e(r2_p)
.05290264


Can anyone help with this problem? Is it even possible to get the (pseudo) R squared in a Cox model with shared frailty?

Thanks!

Jasmine