47 lines
1.6 KiB
Plaintext
47 lines
1.6 KiB
Plaintext
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R Under development (unstable) (2019-05-15 r76504) -- "Unsuffered Consequences"
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Copyright (C) 2019 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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> 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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>
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> fit1 <- coxph(Surv(time, status) ~ age + frailty(inst), lung)
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> sfit1 <- survfit(fit1)
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>
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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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>
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> all.equal(fit1$coef, fit2$coef)
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[1] TRUE
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> sfit2 <- survfit(fit2, newdata=list(age=fit1$means, offvar=0))
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> all.equal(sfit1$surv, sfit2$surv, tol=1e-7)
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[1] TRUE
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> all.equal(sfit1$var, sfit2$var)
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[1] TRUE
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>
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> proc.time()
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user system elapsed
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0.768 0.040 0.807
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