Variance of expected survival based on a Cox model with frailty
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:
Then I would like to calculate the variance of the expected survival
it seems to be a bit tricky.
Has anybody calculated the variance of expected survival probability and
willing to share the code?