Dear R users,

I am interested in the expected survival probabilities of an "example person",

calculated on the basis of a Cox model with shared frailty. The example person

has covariate values equal to zero and a frailty term equal to its expected

value. I calculate the expected survival probabilities in the following way:

fit1=coxph(...)

base1=basehaz(fit1,centered=F)

surv1=exp(-base1$hazard).

Then I would like to calculate the variance of the expected survival

probability but

it seems to be a bit tricky.

Has anybody calculated the variance of expected survival probability and

willing to share the code?

Thank you in advance for any help.

Marjo Pyy-Martikainen

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