While it may be true that for coxme models the "standard errors"
are not very good approximations, it is always useful to have them
to compare with other diagnostics such as likelihood ratios and
profile likelihoods. It is interesting to hear that with the currently
"Computation of the se of the random effect turns out to be very hard"
because if you simply use AD Model Builders Random Effects module to
formulate the model you will get the standard errors calculated for free
without any more effort.
David A. Fournier
P.O. Box 2040,
Sidney, B.C. V8l 3S3