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#attach("../.Data")
#dyn.load('../loadmod.o')
postscript(file='Rtest.ps')
library(survival)
if (R.version$minor>2) options(na.action="na.exclude")
#options(na.action='na.omit', contrasts='contr.treatment')
#
# This data set caused problems for Splus 3.4 due to a mistake in
# my initial value code. Data courtesy Bob Treder at Statsci
#
capacitor <- read.table('data.capacitor', row.names=1,
col.names=c('', 'days', 'event', 'voltage'))
fitig <- survreg(Surv(days, event)~voltage,
dist = "gaussian", data = capacitor)
summary(fitig)
fitix <- survreg(Surv(days, event)~voltage,
dist = "extreme", data = capacitor)
summary(fitix)
fitil <- survreg(Surv(days, event)~voltage,
dist = "logistic", data = capacitor)
summary(fitil)
rm(fitil, fitig, fitix)
#
# Good initial values are key to this data set
# It killed v4 of survreg;
# data courtesy of Deborah Donnell, Fred Hutchinson Cancer Center
#
donnell <- scan("data.donnell", what=list(time1=0, time2=0, status=0))
donnell <- data.frame(donnell)
dfit <- survreg(Surv(time1, time2, status, type='interval') ~1, donnell)
summary(dfit)
#
# Do a contour plot of the donnell data
#
npt <- 25
beta0 <- seq(.4, 2.4, length=npt)
logsig <- seq(-1.4, 0.41, length=npt)
donlog <- matrix(0,npt, npt)
for (i in 1:npt) {
for (j in 1:npt) {
fit <- survreg(Surv(time1, time2, status, type='interval') ~1,
donnell, init=c(beta0[i],logsig[j]),
control=list(maxiter=0))
donlog[i,j] <- fit$log[1]
}
}
clev <- -c(51, 51.5, 52:60, 65, 75, 85, 100, 150)
contour(beta0, logsig, pmax(donlog, -200), levels=clev, xlab="Intercept",
ylab="Log(sigma)")
points(2.39, log(.7885), pch=1, col=2)
title("Donnell data")
#
# Compute the path of the iteration
# Step 2 isn't so good, and is followed by 3 iters of step-halving
#
niter <- 14
donpath <- matrix(0,niter+1,2)
for (i in 0:niter){
fit <- survreg(Surv(time1, time2, status, type='interval') ~1,
donnell, maxiter=i)
donpath[i+1,] <- c(fit$coef, log(fit$scale))
}
points(donpath[,1], donpath[,2])
lines(donpath[,1], donpath[,2], col=4)
rm(beta0, logsig, niter, fit, npt, donlog, clev)
#lfit1 <- censorReg(censor(time, status) ~ age + ph.ecog + strata(sex),lung)
data(lung)
lfit2 <- survreg(Surv(time, status) ~ age + ph.ecog + strata(sex), lung)
lfit3 <- survreg(Surv(time, status) ~ sex + (age+ph.ecog)*strata(sex), lung)
lfit4 <- survreg(Surv(time, status) ~ age + ph.ecog , lung,
subset=(sex==1))
lfit5 <- survreg(Surv(time, status) ~ age + ph.ecog , lung,
subset=(sex==2))
aeq <- function(x,y) all.equal(as.vector(x), as.vector(y))
#aeq(lfit4$coef, lfit1[[1]]$coef)
#aeq(lfit4$scale, lfit1[[1]]$scale)
aeq(c(lfit4$scale, lfit5$scale), lfit3$scale )
#aeq(c(lfit4$scale, lfit5$scale), sapply(lfit1, function(x) x$scale))
#
# Test out ridge regression and splines
#
lfit0 <- survreg(Surv(time, status) ~1, lung)
lfit1 <- survreg(Surv(time, status) ~ age + ridge(ph.ecog, theta=5), lung)
lfit2 <- survreg(Surv(time, status) ~ sex + ridge(age, ph.ecog, theta=1), lung)
lfit3 <- survreg(Surv(time, status) ~ sex + age + ph.ecog, lung)
lfit0
lfit1
lfit2
lfit3
xx <- pspline(lung$age, nterm=3, theta=.3)
xx <- matrix(unclass(xx), ncol=ncol(xx)) # the raw matrix
lfit4 <- survreg(Surv(time, status) ~xx, lung)
lfit5 <- survreg(Surv(time, status) ~age, lung)
lfit6 <- survreg(Surv(time, status)~pspline(age, df=2), lung)
plot(lung$age, predict(lfit6), xlab='Age', ylab="Spline prediction")
title("Lung Data")
lfit7 <- survreg(Surv(time, status) ~ offset(lfit6$lin), lung)
lfit4
lfit5
lfit6
lfit7$coef
rm(lfit1, lfit2, lfit3, lfit4, lfit5, lfit6, lfit7)
rm(xx, lfit0)
#
# Data courtesy of Bercedis Peterson, Duke University.
# v4 of survreg fails due to 2 groups that have only 1 subject; the coef
# for them easily gets out of hand. In fact, this data set is my toughest
# test of the minimizer.
#
# A shrinkage model for this coefficient is therefore interesting
peterson <- data.frame(
scan('data.peterson', what=list(grp=0, time=0, status=0)))
fitp <- survreg(Surv(time, status) ~ factor(grp), peterson)
summary(fitp)
# Now a shrinkage model. Give the group coefficients
# about 1/2 the scale parameter of the original model, i.e., .18.
#
ffit <- survreg(Surv(time, status) ~ frailty(grp, theta=.1), peterson)
ffit
#
# Try 3 degrees of freedom Gaussian fit, since there are 6 groups.
# Compare them to the unconstrained ones. The frailty coefs are
# on a "sum to 0" constraint rather than "first coef=0", so
# some conversion is neccessary
#
ffit3 <- survreg(Surv(time, status) ~ frailty(grp, df=3, dist='gauss'),
peterson)
print(ffit3)
temp <- mean(c(0, fitp$coef[-1]))
temp2 <- c(fitp$coef[1] + temp, c(0,fitp$coef[-1]) - temp)
xx <- rbind(c(nrow(peterson), table(peterson$grp)),
temp2,
c(ffit3$coef, ffit3$frail))
dimnames(xx) <- list(c("N", "factor fit", "frailty fit"),
c("Intercept", paste("grp", 1:6)))
signif(xx,2)
#
# All but the first coef are shrunk towards zero.
#
rm(ffit, ffit3, temp, temp2, xx, fitp)
#
# Look at predicted values
#
data(ovarian)
ofit1 <- survreg(Surv(futime, fustat) ~ age + ridge(ecog.ps, rx), ovarian)
predict(ofit1)
predict(ofit1, type='response')
predict(ofit1, type='terms', se=T)
temp1 <- predict(ofit1,type="link", se=T)
temp2 <- predict(ofit1, type= 'response', se=T)
all.equal(temp2$se.fit, temp1$se.fit* exp(temp1$fit))
#
# The Stanford data from 1980 is used in Escobar and Meeker
# t5 = T5 mismatch score
# Their case numbers correspond to a data set sorted by age
#
stanford2 <- read.table('data.stanford',
col.names=c('id', 'time', 'status', 'age', 't5'))
stanford2$t5 <- ifelse(stanford2$t5 <0, NA, stanford2$t5)
stanford2 <- stanford2[order(stanford2$age, stanford2$time),]
stanford2$time <- ifelse(stanford2$time==0, .5, stanford2$time)
cage <- stanford2$age - mean(stanford2$age)
###fit1 <- survreg(Surv(time, status) ~ cage + cage^2, stanford2,
### dist='lognormal')
fit1 <- survreg(Surv(time, status) ~ cage + I(cage^2), stanford2,
dist='lognormal')
fit1
ldcase <- resid(fit1, type='ldcase')
ldresp <- resid(fit1, type='ldresp')
print(ldresp)
# The ldcase and ldresp should be compared to table 1 in Escobar and
# Meeker, Biometrics 1992, p519; the colum they label as (1/2) A_{ii}
plot1 <- function() {
# make their figure 1, 2, and 6
plot(stanford2$age, stanford2$time, log='y', xlab="Age", ylab="Days",
ylim=c(.01, 10^6))
temp <- predict(fit1, type='response', se.fit=T)
matlines(stanford2$age, cbind(temp$fit, temp$fit-1.96*temp$se.fit,
temp$fit+1.96*temp$se.fit),
lty=c(1,2,2))
# these are the wrong CI lines, he plotted std dev, I plotted std err
# here are the right ones
# Using uncentered age gives different coefs, but makes prediction over an
# extended range somewhat simpler
refit <- survreg(Surv(time,status)~ age + age^2, stanford2,
dist='lognormal')
plot(stanford2$age, stanford2$time, log='y', xlab="Age", ylab="Days",
ylim=c(.01, 10^6), xlim=c(0,75))
temp2 <- predict(refit, list(age=1:75), type='quantile', p=c(.05, .5, .95))
matlines(1:75, temp2, lty=c(1,2,2), col=2)
plot(ldcase, xlab="Case Number", ylab="(1/2) A")
title (main="Case weight pertubations")
plot(ldresp, xlab="Case Number", ylab="(1/2) A")
title(main="Response pertubations")
}
plot1()
#
# Stanford predictions in other ways
#
fit2 <- survreg(Surv(time, status) ~ poly(age,2), stanford2,
dist='lognormal')
p1 <- predict(fit1, type='response')
p2 <- predict(fit2, type='response')
aeq(p1, p2)
p3 <- predict(fit2, type='terms', se=T)
p4 <- predict(fit2, type='lp', se=T)
p5 <- predict(fit1, type='lp', se=T)
aeq(p3$fit + attr(p3$fit, 'constant'), p4$fit)
aeq(p4$fit, p5$fit)
#!aeq(p3$se.fit, p4$se.fit) #this one should be false
aeq(p4$se.fit, p5$se.fit) #this one true
#
# Verify that scale can be fixed at a value
# coefs will differ slightly due to different iteration paths
tol <- survreg.control()$rel.tolerance
# Intercept only models
fit1 <- survreg(Surv(time,status) ~ 1, lung)
fit2 <- survreg(Surv(time,status) ~ 1, lung, scale=fit1$scale)
#all.equal(fit1$coef, fit2$coef, tolerance= tol)
#all.equal(fit1$loglik, fit2$loglik, tolerance= tol)
all.equal(fit1$coef, fit2$coef)
all.equal(fit1$loglik, fit2$loglik)
# multiple covariates
fit1 <- survreg(Surv(time,status) ~ age + ph.karno, lung)
fit2 <- survreg(Surv(time,status) ~ age + ph.karno, lung,
scale=fit1$scale)
##all.equal(fit1$coef, fit2$coef, tolerance=tol)
##all.equal(fit1$loglik[2], fit2$loglik[2], tolerance=tol)
all.equal(fit1$coef, fit2$coef)
all.equal(fit1$loglik[2], fit2$loglik[2])
# penalized models
fit1 <- survreg(Surv(time, status) ~ pspline(age), lung)
fit2 <- survreg(Surv(time, status) ~ pspline(age), lung, scale=fit1$scale)
#all.equal(fit1$coef, fit2$coef, tolerance=tol)
#all.equal(fit1$loglik[2], fit2$loglik[2], tolerance=tol)
all.equal(fit1$coef, fit2$coef)
all.equal(fit1$loglik[2], fit2$loglik[2])
rm(fit1, fit2, tol)
#
# Test out the strata capabilities
#
tol <- survreg.control()$rel.tolerance
aeq <- function(x,y,...) all.equal(as.vector(x), as.vector(y))
# intercept only models
fit1 <- survreg(Surv(time, status) ~ strata(sex), lung)
fit2 <- survreg(Surv(time, status) ~ strata(sex) + sex, lung)
fit3a<- survreg(Surv(time,status) ~1, lung, subset=(sex==1))
fit3b<- survreg(Surv(time,status) ~1, lung, subset=(sex==2))
fit1
fit2
aeq(fit2$scale, c(fit3a$scale, fit3b$scale), tolerance=tol)
aeq(fit2$loglik[2], (fit3a$loglik + fit3b$loglik)[2], tolerance=tol)
aeq(fit2$coef[1] + 1:2*fit2$coef[2], c(fit3a$coef, fit3b$coef), tolerance=tol)
#penalized models
fit1 <- survreg(Surv(time, status) ~ pspline(age, theta=.92)+strata(sex), lung)
fit2 <- survreg(Surv(time, status) ~ pspline(age, theta=.92)+
strata(sex) + sex, lung)
fit1
fit2
age1 <- ifelse(lung$sex==1, lung$age, mean(lung$age))
age2 <- ifelse(lung$sex==2, lung$age, mean(lung$age))
fit3 <- survreg(Surv(time,status) ~ pspline(age1, theta=.92) +
pspline(age2, theta=.95) + sex + strata(sex), lung,
rel.tol=1e-6)
fit3a<- survreg(Surv(time,status) ~pspline(age, theta=.92), lung,
subset=(sex==1))
fit3b<- survreg(Surv(time,status) ~pspline(age, theta=.95), lung,
subset=(sex==2))
# relax the tolerance a little, since the above has lots of parameters
# I still don't exactly match the second group, but very close
aeq(fit3$scale, c(fit3a$scale, fit3b$scale), tolerance=tol*10)
aeq(fit3$loglik[2], (fit3a$loglik + fit3b$loglik)[2], tolerance=tol*10)
pred <- predict(fit3)
aeq(pred[lung$sex==1] , predict(fit3a), tolerance=tol*10)
aeq(pred[lung$sex==2], predict(fit3b), tolerance=tol*10)###????FIXME
#
# Some tests using the rat data
#
rats <- read.table('../testfrail/data.rats',
col.names=c('litter', 'rx', 'time', 'status'))
rfitnull <- survreg(Surv(time, status) ~1, rats)
temp <- rfitnull$scale^2 * pi^2/6
cat("Effective n =", round(temp*(solve(rfitnull$var))[1,1],1), "\n")
rfit0 <- survreg(Surv(time, status) ~ rx , rats)
print(rfit0)
rfit1 <- survreg(Surv(time, status) ~ rx + factor(litter), rats)
temp <- rbind(c(rfit0$coef, rfit0$scale), c(rfit1$coef[1:2], rfit1$scale))
dimnames(temp) <- list(c("rfit0", "rfit1"), c("Intercept", "rx", "scale"))
temp
rfit2a <- survreg(Surv(time, status) ~ rx +
frailty.gaussian(litter, df=13, sparse=F), rats )
rfit2b <- survreg(Surv(time, status) ~ rx +
frailty.gaussian(litter, df=13, sparse=T), rats )
rfit3a <- coxph(Surv(time,status) ~ rx +
frailty.gaussian(litter, df=13, sparse=F), rats )
rfit3b <- coxph(Surv(time,status) ~ rx +
frailty(litter, df=13, dist='gauss'), rats)
temp <- cbind(rfit2a$coef[3:52], rfit2b$frail, rfit3a$coef[2:51], rfit3b$frail)
dimnames(temp) <- list(NULL, c("surv","surv.sparse","cox","cox.sparse"))
pairs(temp)
apply(temp,2,var)/c(rfit2a$scale, rfit2b$scale, 1,1)^2
apply(temp,2,mean)
# The parametric model gives the coefficients less variance for the
# two fits, for the same df, but the scaled results are similar.
# 13 df is near to the rmle for the rats
rm(temp, rfit2a, rfit2b, rfit3a, rfit3b, rfitnull, rfit0, rfit1)
options(na.action="na.exclude")
temp <- matrix(scan("data.mpip", skip=23), ncol=13, byrow=T)
dimnames(temp) <- list(NULL, c('ved', 'angina', 'education', 'prior.mi',
'nyha', 'rales', 'ef', 'ecg', 'angina2', 'futime',
'status', 'admit', 'betab'))
mpip <- data.frame(temp)
lved <- log(mpip$ved + .02)
fit1 <- coxph(Surv(futime, status) ~ pspline(lved) + factor(nyha) +
rales + pspline(ef), mpip)
temp <- predict(fit1, type='terms', se.fit=T)
yy <- cbind(temp$fit[,4], temp$fit[,4] + 1.96*temp$se[,4],
temp$fit[,4] - 1.96*temp$se[,4])
index <- order(mpip$ef)
index<-index[!is.na(yy[index,1])]
matplot(mpip$ef[index], yy[index,], type='l', lty=c(1,2,2), col=1,
xlab="Ejection Fraction", ylab="Cox model risk",
main="Post-Infarction Survival")
fit2 <- coxph(Surv(futime, status) ~ lved + factor(nyha) + rales +
pspline(ef, df=0), mpip)
temp <- predict(fit2, type='terms', se.fit=T)
yy <- cbind(temp$fit[,4], temp$fit[,4] + 1.96*temp$se[,4],
temp$fit[,4] - 1.96*temp$se[,4])
matplot(mpip$ef[index], yy[index,], type='l', lty=c(1,2,2), col=1,
xlab="Ejection Fraction", ylab="Cox model risk",
main="Post-Infarction Survival, AIC")
fit3 <- survreg(Surv(futime, status) ~ lved + factor(nyha) + rales +
pspline(ef, df=2), mpip, dist='lognormal')
temp <- predict(fit3, type='terms', se.fit=T)
yy <- cbind(temp$fit[,4], temp$fit[,4] + 1.96*temp$se[,4],
temp$fit[,4] - 1.96*temp$se[,4])
matplot(mpip$ef[index], yy[index,], type='l', lty=c(1,2,2), col=1,
xlab="Ejection Fraction", ylab="Log-normal model predictor",
main="Post-Infarction Survival")
q()
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