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Gilles-Protais
Obsidian | Level 7

Greetings everyone, 

I am faced with an issue in survival analysis,  How can i compare a cox model without frailty term, and a cox model with frailty term?

What i have in mind is using the maximized marginal log-likelihood which is obtained only from the cox model with a frailty term, while we get from the simple cox model the usual log-likelihoods, So i wish to ask whether these two values are comparable if not what could be another approach? 

Thanks very much

4 REPLIES 4
Season
Lapis Lazuli | Level 10
With respect to what are you going to compare the two models? Goodness-of-fit? If goodness-of-fit is the case, then both log-likelihood and Akaike Information Criterion (AIC) can be used to compare the goodness-of-fit of Cox models.
Gilles-Protais
Obsidian | Level 7

Thanks for your quick response, but in the book of survival analysis for Medical Research by Collete, he emphasizes that the common log-likelihood for the goodness of fit of cox-model with frailty terms is not acceptable because marginal log-likelihood avlue is obtained by integrating the log-likelihood over the frailty term, which is not the case with the usual cox model in that we obtain the log-likelihood values, The question am asking is when I have these two values, can I compare them? If yes, why?

 

The AIC can not be used for the frailty term as it is fitted using the penalized likelihood , i don't know whether am right?

 

 

Season
Lapis Lazuli | Level 10

I am sorry that I have not done much work on frailty terms in Cox models. I was, on the other hand, not that informed of the rationale underlying the claimed deprecation of the use of log-likelihood in the presence of frailty terms. I think attaching links of the information you cited (including the claimed invalidity of AIC in the presence of fraility terms) is of use for other users in this forum to look further into the details if they feel that are not fully informed of the rationales after reading your post.

I agree with @Ksharp on the validity of the likelihood ratio test in Cox models in the general setting. But caution should be taken in your analytic project, as you have pointed out the possible invalidity of the use of likelihood for Cox models in the presence of frailty terms. Likelihood ratio tests are based on the comparison of log-likelihoods. If the use of likelihood is deprecated, then perhaps the use of likelihood ratio tests are deprecated as well. I used the word "perhaps" because I have not searched for evidence personally, so you are suggested to search the web and find for evidence yourselves.

If both likelihoods and AICs are not valid in this case, then there is another graphical tool for the assessment of goodness-of-fit of Cox models. That involves the plotting the logarithm of the Cox–Snell residuals against their log-log transformed probabilities. See page 215 of A Handbook of Statistical Graphics Using SAS ODS for a detailed code of how to do this in SAS.

Ksharp
Super User
If one model is a nested model of another model, Maybe you could try likelihood ratio test.
Check @Rick_SAS blog:
https://blogs.sas.com/content/iml/2024/03/27/likelihood-ratio-test.html

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