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2025-01-12 00:52:51 +08:00
R Under development (unstable) (2023-08-01 r84818) -- "Unsuffered Consequences"
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> # A reprise of tt.R, using (time1, time2) data.
> library(survival)
> library(splines)
> aeq <- function(x, y) all.equal(as.vector(x), as.vector(y))
>
> # A contrived example for the tt function
> #
> mkdata <- function(n, beta) {
+ age <- round(runif(n, 20, 60))
+ x <- rbinom(n, 1, .5)
+
+ futime <- rep(40, n) # everyone has 40 years of follow-up
+ entry <- pmax(0, seq(-10, 30, length=n)) # 1/4 enter at 0
+ entry <- round(entry)
+ status <- rep(0, n)
+ dtime <- runif(n/2, 1, 40) # 1/2 of them die
+ dtime <- sort(dtime)
+
+ # The risk is set to beta[1]*x + beta[2]* f(current_age)
+ # where f= 0 up to age 40, rises linear to age 70, flat after that
+ for (i in 1:length(dtime)) {
+ atrisk <- (futime >= dtime[i] & entry < dtime[i])
+ c.age <- age + dtime
+ age2 <- pmin(30, pmax(0, c.age-40))
+ xbeta <- beta[1]*x + beta[2]*age2
+
+ # Select a death according to risk
+ risk <- ifelse(atrisk, exp(xbeta), 0)
+ dead <- sample(1:n, 1, prob=risk/sum(risk))
+
+ futime[dead] <- dtime[i]
+ status[dead] <- 1
+ }
+ out <- data.frame(time1= entry, time2=round(futime,1), status=status,
+ age=age, x=x, risk=risk,
+ casewt = sample(1:5, n, replace=TRUE),
+ grp = sample(1:15, n, replace=TRUE), id= 1:n)
+ subset(out, time1 < time2)
+ }
>
> set.seed(1953) # a good year
> # Make n larger for the (time1, time2) case; more stress.
> tdata <- mkdata(250, c(log(1.5), 2/30)) # data set has many ties
> #tdata <- mkdata(100, c(log(1.5), 2/30)) # data set has many ties
> tdata$strat <- floor(tdata$grp/10)
>
> dtime <- sort(unique(tdata$time2[tdata$status==1]))
> data2 <- survSplit(Surv(time1, time2, status) ~., tdata, cut=dtime)
> data2$c.age <- data2$age + data2$time2 # current age
>
> # fit1 uses data at the event times, fit2$c.age might have a
> # wider range due to censorings. To make the two fits agree
> # fix the knots. I know a priori that 20 to 101 will cover it.
> ns2 <- function(x) ns(x, Boundary.knots=c(20, 101), knots=c(45, 60, 75))
>
> fit1 <- coxph(Surv(time1, time2, status)~ x + tt(age), tdata,
+ tt= function(x, t, ...) ns2(x+t))
>
> fit2 <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age), data2)
>
> aeq(coef(fit1), coef(fit2))
[1] TRUE
> aeq(vcov(fit1), vcov(fit2))
[1] TRUE
>
> #
> # Check that cluster, weight, and offset were correctly expanded
> #
> fit3a <- coxph(Surv(time1, time2, status)~ x + tt(age), tdata, weights=casewt,
+ tt= function(x, t, ...) ns2(x+t), x=TRUE)
> fit3b <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age), data2,
+ weights=casewt)
> aeq(coef(fit3a), coef(fit3b))
[1] TRUE
> aeq(vcov(fit3a), vcov(fit3b))
[1] TRUE
>
> fit4a <- coxph(Surv(time1, time2, status)~ x + tt(age), tdata,
+ tt= function(x, t, ...) ns2(x+t), cluster=grp)
> fit4b <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age), data2,
+ cluster=grp)
> fit4c <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age) + cluster(grp),
+ data2)
> aeq(coef(fit4a), coef(fit4b))
[1] TRUE
> aeq(vcov(fit4a), vcov(fit4b))
[1] TRUE
> aeq(coef(fit4a), coef(fit4c))
[1] TRUE
> aeq(vcov(fit4a), vcov(fit4c))
[1] TRUE
>
> fit5a <- coxph(Surv(time1, time2, status)~ x + tt(age) + offset(grp/10), tdata,
+ tt= function(x, t, ...) ns2(x+t),)
> fit5b <- coxph(Surv(time1, time2, status) ~ x + ns2(c.age)+ offset(grp/10)
+ , data=data2)
> aeq(coef(fit5a), coef(fit5b))
[1] TRUE
> aeq(vcov(fit5a), vcov(fit5b))
[1] TRUE
>
> # Check that strata is correct
> fit6a <- coxph(Surv(time1, time2, status) ~ x + tt(age) + strata(strat), tdata,
+ tt = function(x, t, ...) (x+t)^2, x=TRUE)
> fit6b <- coxph(Surv(time1, time2, status) ~ x + I(c.age^2) +strata(strat), data2)
> aeq(coef(fit6a), coef(fit6b))
[1] TRUE
> aeq(vcov(fit6a), vcov(fit6b))
[1] TRUE
>
> proc.time()
user system elapsed
0.733 0.044 0.771