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I have various samples on which three survival time variates have been collected. How can I compare the difference of such variates taking into account within subject correlation (possibly in R)?

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    $\begingroup$ Would this be something like time to first, second and third infection/time to failure of three different parts of a machine/time to different disease stages? How are the measures related? Are they strictly ordered? $\endgroup$
    – tristan
    Commented Feb 24, 2014 at 22:20
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    $\begingroup$ They represent measurements time of a quantity on the same sample by three different devices. In theory they do not influence each other ... $\endgroup$ Commented Mar 5, 2014 at 21:54

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If this is a simple subject correlation (i.e. like random intercepts in a mixed effects model), one can use a frailty model. An R-package to do this is "frailtypack".

If you wanted to fit more complex random effects, you can use the R-package "coxme" for fitting a Cox-PH model with general random effects.

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