This is a special function used in the context of survival models. It identifies correlated groups of observations, and is used on the right hand side of a formula. Using
cluster() in a formula implies that robust sandwich variance estimators are desired.
- A character, factor, or numeric variable.
The function's only action is semantic, to mark a variable as the cluster indicator. The resulting variance is what is known as the “working independence” variance in a GEE model. Note that one cannot use both a frailty term and a cluster term in the same model, the first is a mixed-effects approach to correlation and the second a GEE approach, and these don't mix.
Documentation reproduced from R 3.0.1. License: GPL-2.