57 lines
1.8 KiB
R
57 lines
1.8 KiB
R
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library(survival)
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options(na.action=na.exclude)
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options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type
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#
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# Tests from the appendix of Therneau and Grambsch
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# Data set 1 + exact method
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test1 <- data.frame(time= c(9, 3,1,1,6,6,8),
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status=c(1,NA,1,0,1,1,0),
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x= c(0, 2,1,1,1,0,0))
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byhand7 <- function(beta) {
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r <- exp(beta)
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loglik <- 2*(beta - log(3*r + 3))
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u <- 2/(r+1)
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imat <- 2*r/(r+1)^2
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haz <- c(1/(3*r+3), 2/(r+3), 0, 1 )
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ties <- c(1,1,2,2,3,4)
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wt <- c(r,r,r,1,1,1)
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mart <- c(1,0,1,1,0,1) - wt* (cumsum(haz))[ties] #martingale residual
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list(loglik=loglik, u=u, imat=imat, mart=mart)
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}
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aeq <- function(x,y) all.equal(as.vector(x), as.vector(y))
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fit0 <-coxph(Surv(time, status) ~x, test1, iter=0, method='exact')
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truth0 <- byhand7(0)
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aeq(truth0$loglik, fit0$loglik[1])
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aeq(1/truth0$imat, fit0$var)
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aeq(truth0$mart, fit0$residuals[c(2:6,1)])
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fit1 <- coxph(Surv(time, status) ~x, test1, iter=1, method='exact')
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aeq(fit1$coefficients, truth0$u*fit0$var)
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truth1 <- byhand7(fit1$coefficients)
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aeq(fit1$loglik[2], truth1$loglik)
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aeq(1/truth1$imat, fit1$var)
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aeq(truth1$mart, resid(fit1)[c(3:7,1)])
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# Beta is infinite for this model, so we will get a warning message
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fit2 <- coxph(Surv(time, status) ~x, test1, method='exact')
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aeq(resid(fit2)[-2], c(0, 2/3, -1/3, -4/3, 1, 0)) #values from the book
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#
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# Now a multivariate case: start/stop data uses a different C routine
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#
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zz <- rep(0, nrow(lung))
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fit1 <- coxph(Surv(time, status) ~ age + ph.ecog + sex, lung, method="exact")
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fit2 <- coxph(Surv(zz, time, status) ~ age + ph.ecog + sex, lung,
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method="exact")
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aeq(fit1$loglik, fit2$loglik)
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aeq(fit1$var, fit2$var)
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aeq(fit1$score, fit2$score)
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aeq(fit1$residuals, fit2$residuals)
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