23 lines
864 B
R
23 lines
864 B
R
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library(survival)
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#
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# The constuction of a survival curve with sparse frailties
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#
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# In this case the coefficient vector is kept in two parts, the
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# fixed coefs and the (often very large) random effects coefficients
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# The survfit function treats the second set of coefficients as fixed
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# values, to avoid an unmanagable variance matrix, and behaves like
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# the second fit below.
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fit1 <- coxph(Surv(time, status) ~ age + frailty(inst), lung)
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sfit1 <- survfit(fit1)
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# A parallel model with the frailties treated as fixed offsets
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offvar <- fit1$frail[as.numeric(factor(lung$inst))]
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fit2 <- coxph(Surv(time, status) ~ age + offset(offvar),lung)
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fit2$var <- fit1$var #force variances to match
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all.equal(fit1$coef, fit2$coef)
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sfit2 <- survfit(fit2, newdata=list(age=fit1$means, offvar=0))
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all.equal(sfit1$surv, sfit2$surv, tol=1e-7)
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all.equal(sfit1$var, sfit2$var)
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