167 lines
5.1 KiB
Plaintext
167 lines
5.1 KiB
Plaintext
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R version 3.4.1 (2017-06-30) -- "Single Candle"
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Copyright (C) 2017 The R Foundation for Statistical Computing
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Platform: x86_64-pc-linux-gnu (64-bit)
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R is free software and comes with ABSOLUTELY NO WARRANTY.
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You are welcome to redistribute it under certain conditions.
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Type 'license()' or 'licence()' for distribution details.
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R is a collaborative project with many contributors.
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Type 'contributors()' for more information and
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'citation()' on how to cite R or R packages in publications.
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Type 'demo()' for some demos, 'help()' for on-line help, or
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'help.start()' for an HTML browser interface to help.
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Type 'q()' to quit R.
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> options(na.action=na.exclude) # preserve missings
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> options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type
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> library(survival)
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>
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> aeq <- function(x,y, ...) all.equal(as.vector(x), as.vector(y), ...)
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>
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> lfit2 <- survreg(Surv(time, status) ~ age + ph.ecog + strata(sex), lung)
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> lfit3 <- survreg(Surv(time, status) ~ sex + (age+ph.ecog)*strata(sex), lung)
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>
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> lfit4 <- survreg(Surv(time, status) ~ age + ph.ecog , lung,
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+ subset=(sex==1))
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> lfit5 <- survreg(Surv(time, status) ~ age + ph.ecog , lung,
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+ subset=(sex==2))
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>
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> if (exists('censorReg')) {
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+ lfit1 <- censorReg(censor(time, status) ~ age + ph.ecog + strata(sex),lung)
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+ aeq(lfit4$coef, lfit1[[1]]$coef)
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+ aeq(lfit4$scale, lfit1[[1]]$scale)
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+ aeq(c(lfit4$scale, lfit5$scale), sapply(lfit1, function(x) x$scale))
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+ }
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> aeq(c(lfit4$scale, lfit5$scale), lfit3$scale )
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[1] TRUE
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>
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> #
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> # Test out ridge regression and splines
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> #
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> lfit0 <- survreg(Surv(time, status) ~1, lung)
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> lfit1 <- survreg(Surv(time, status) ~ age + ridge(ph.ecog, theta=5), lung)
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> lfit2 <- survreg(Surv(time, status) ~ sex + ridge(age, ph.ecog, theta=1), lung)
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> lfit3 <- survreg(Surv(time, status) ~ sex + age + ph.ecog, lung)
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>
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> lfit0
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Call:
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survreg(formula = Surv(time, status) ~ 1, data = lung)
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Coefficients:
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(Intercept)
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6.034904
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Scale= 0.7593936
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Loglik(model)= -1153.9 Loglik(intercept only)= -1153.9
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n= 228
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> lfit1
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Call:
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survreg(formula = Surv(time, status) ~ age + ridge(ph.ecog, theta = 5),
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data = lung)
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coef se(coef) se2 Chisq DF p
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(Intercept) 6.83082 0.42860 0.42860 254.0 1 3.5e-57
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age -0.00783 0.00687 0.00687 1.3 1 2.5e-01
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ridge(ph.ecog) -0.32032 0.08484 0.08405 14.2 1 1.6e-04
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Scale= 0.738
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Iterations: 1 outer, 5 Newton-Raphson
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Degrees of freedom for terms= 1 1 1 1
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Likelihood ratio test=18.6 on 2 df, p=9e-05
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n=227 (1 observation deleted due to missingness)
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> lfit2
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Call:
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survreg(formula = Surv(time, status) ~ sex + ridge(age, ph.ecog,
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theta = 1), data = lung)
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coef se(coef) se2 Chisq DF p
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(Intercept) 6.27163 0.45280 0.45210 191.84 1 1.3e-43
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sex 0.40096 0.12371 0.12371 10.50 1 1.2e-03
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ridge(age) -0.00746 0.00675 0.00674 1.22 1 2.7e-01
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ridge(ph.ecog) -0.33848 0.08329 0.08314 16.51 1 4.8e-05
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Scale= 0.731
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Iterations: 1 outer, 6 Newton-Raphson
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Degrees of freedom for terms= 1 1 2 1
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Likelihood ratio test=30 on 3 df, p=1e-06
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n=227 (1 observation deleted due to missingness)
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> lfit3
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Call:
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survreg(formula = Surv(time, status) ~ sex + age + ph.ecog, data = lung)
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Coefficients:
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(Intercept) sex age ph.ecog
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6.273435252 0.401090541 -0.007475439 -0.339638098
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Scale= 0.731109
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Loglik(model)= -1132.4 Loglik(intercept only)= -1147.4
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Chisq= 29.98 on 3 degrees of freedom, p= 1.39e-06
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n=227 (1 observation deleted due to missingness)
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>
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>
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> xx <- pspline(lung$age, nterm=3, theta=.3)
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> xx <- matrix(unclass(xx), ncol=ncol(xx)) # the raw matrix
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> lfit4 <- survreg(Surv(time, status) ~xx, lung)
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> lfit5 <- survreg(Surv(time, status) ~age, lung)
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>
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> lfit6 <- survreg(Surv(time, status)~pspline(age, df=2), lung)
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>
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> lfit7 <- survreg(Surv(time, status) ~ offset(lfit6$lin), lung)
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>
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> lfit4
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Call:
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survreg(formula = Surv(time, status) ~ xx, data = lung)
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Coefficients:
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(Intercept) xx1 xx2 xx3 xx4 xx5
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13.551290 -7.615741 -7.424565 -7.533378 -7.571272 -14.527489
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Scale= 0.755741
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Loglik(model)= -1150.1 Loglik(intercept only)= -1153.9
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Chisq= 7.52 on 5 degrees of freedom, p= 0.185
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n= 228
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> lfit5
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Call:
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survreg(formula = Surv(time, status) ~ age, data = lung)
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Coefficients:
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(Intercept) age
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6.88712062 -0.01360829
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Scale= 0.7587515
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Loglik(model)= -1151.9 Loglik(intercept only)= -1153.9
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Chisq= 3.91 on 1 degrees of freedom, p= 0.0479
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n= 228
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> lfit6
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Call:
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survreg(formula = Surv(time, status) ~ pspline(age, df = 2),
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data = lung)
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coef se(coef) se2 Chisq DF p
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(Intercept) 6.5918 0.63681 0.41853 107.15 1.00 4.1e-25
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pspline(age, df = 2), lin -0.0136 0.00687 0.00687 3.94 1.00 4.7e-02
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pspline(age, df = 2), non 0.78 1.06 4.0e-01
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Scale= 0.756
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Iterations: 4 outer, 12 Newton-Raphson
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Theta= 0.926
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Degrees of freedom for terms= 0.4 2.1 1.0
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Likelihood ratio test=5.2 on 1.5 df, p=0.04 n= 228
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> signif(lfit7$coef,6)
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(Intercept)
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1.47899e-09
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>
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> proc.time()
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user system elapsed
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1.959 0.081 2.236
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