R Under development (unstable) (2024-03-03 r86036 ucrt) -- "Unsuffered Consequences"
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> library(coxme)
Loading required package: survival
Loading required package: bdsmatrix

Attaching package: 'bdsmatrix'

The following object is masked from 'package:base':

    backsolve

> aeq <- function(x,y) all.equal(as.vector(x), as.vector(y))
> #
> # Variable shrinkage
> #
> ecog0 <- 1*(lung$ph.ecog==0)
> ecog1 <- 1*(lung$ph.ecog==1)
> ecog2 <- 1*(lung$ph.ecog==2)
> ecog3 <- 1*(lung$ph.ecog==3)
> 
> fit1 <- coxph(Surv(time, status) ~ age + ridge(ecog0, ecog1, ecog2, ecog3,
+                                                scale=FALSE, theta=2), lung)
> 
> fit2 <- coxme(Surv(time, status) ~ age + (ecog0+ecog1+ecog2+ecog3 |1), lung,
+               vfixed=.5)
> 
> aeq(fit1$coef, c(fixef(fit2), unlist(ranef(fit2))))
[1] TRUE
> indx <- c(5,1,2,3,4) #in coxme, shrinkage variables are first
> all.equal(fit1$var, as.matrix(fit2$var)[indx, indx])
[1] TRUE
> 
> fit3 <- coxme(Surv(time, status) ~ age + (1|ph.ecog), lung, vfixed=.5)
> all.equal(fit2$var, fit3$var)
[1] TRUE
> all.equal(fit2$loglik, fit3$loglik)
[1] TRUE
> 
> fit4 <- coxme(Surv(time, status) ~ age + (1|ph.ecog), lung)
> dname <- paste("ecog", 0:3, sep='')
> dummy <- matrix(diag(4), 4, dimnames=list(dname,dname))
> fit5 <- coxme(Surv(time, status) ~ age + (ecog0+ecog1+ecog2+ecog3 |1), lung,
+               varlist=dummy)
> all.equal(fit4$log, fit5$log)
[1] TRUE
> aeq(fixef(fit4), fixef(fit5))
[1] TRUE
> all.equal(ranef(fit4), ranef(fit5), check.attributes=FALSE) #names will differ
[1] TRUE
> 
> 
> 
> proc.time()
   user  system elapsed 
   1.12    0.14    1.23