# Testing a shrunken estimate of ECOG performace status
fit1 <- coxph(Surv(time, status) ~ age + sex, data=lung,
subset=(!is.na(ph.ecog)))
fit2 <- coxme(Surv(time, status) ~ age + sex + (1|ph.ecog), lung)
anova(fit1,fit2)Run the code above in your browser using DataLab