R Under development (unstable) (2025-03-06 r87893) -- "Unsuffered Consequences"
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> library(survival)
> aeq <- function(x, y, ...) all.equal(as.vector(x), as.vector(y), ...)
> 
> # Check that estimates from a multi-state model agree with single state models
> #  Use a simplified version of the myeloid data set
> tdata <- tmerge(myeloid[,1:3], myeloid, id=id, death=event(futime,death),
+                 priortx = tdc(txtime), sct= event(txtime))
> tdata$event <- factor(with(tdata, sct + 2*death), 0:2,
+                       c("censor", "sct", "death"))
> fit <- coxph(Surv(tstart, tstop, event) ~ trt + sex, tdata, id=id,
+              iter=4, x=TRUE, robust=FALSE)
> 
> # Multi-state now defaults to breslow rather than efron
> fit12 <- coxph(Surv(tstart, tstop, event=='sct') ~ trt + sex, tdata,
+                subset=(priortx==0), iter=4, x=TRUE, method='breslow')
> fit13 <- coxph(Surv(tstart, tstop, event=='death') ~ trt + sex, tdata,
+                subset=(priortx==0), iter=4, x=TRUE, method= 'breslow')
> fit23 <- coxph(Surv(tstart, tstop, event=='death') ~ trt + sex, tdata,
+                subset=(priortx==1), iter=4, x=TRUE, method="breslow")
> aeq(coef(fit), c(coef(fit12), coef(fit13), coef(fit23))) 
[1] TRUE
> aeq(fit$loglik, fit12$loglik + fit13$loglik + fit23$loglik)
[1] TRUE
> temp <- matrix(0, 6,6)
> temp[1:2, 1:2] <- fit12$var
> temp[3:4, 3:4] <- fit13$var
> temp[5:6, 5:6] <- fit23$var
> aeq(fit$var, temp)
[1] TRUE
> 
> # check out model.frame
> fita <- coxph(Surv(tstart, tstop, event) ~ trt, tdata, id=id)
> fitb <- coxph(Surv(tstart, tstop, event) ~ trt, tdata, id=id, model=TRUE)
> all.equal(model.frame(fita), fitb$model)
[1] "Component \"trt\": 'current' is not a factor"
> # model.frame fails due to an internal rule in R, factors vs characters
> #  result when the xlev arg is in the call.  So model.frame(fita) has trt
> #  as a factor, not character.
> 
> #check residuals.  As of 3.8-4 the martingale resids are a matrix with one
> # row per row of input data, one col per transition, and structural zeros
> # for obs that are not at risk
> scheck <- survcheck(Surv(tstart, tstop, event) ~1, tdata, id=id)
> istate <- as.numeric(scheck$istate) # istate==1: obs at risk for 1:2 or 1:3
> aeq(residuals(fit)[istate==1, 1], residuals(fit12))
[1] TRUE
> aeq(residuals(fit)[istate==1, 2], residuals(fit13))
[1] TRUE
> aeq(residuals(fit)[istate==2, 3], residuals(fit23))
[1] TRUE
> 
> # score residuals are an array with a row per obs, one col per coef
> temp <- residuals(fit, type='score')
> aeq(temp[istate==1,1:2], residuals(fit12, type='score'))
[1] TRUE
> aeq(temp[istate==1,3:4], residuals(fit13, type='score'))
[1] TRUE
> aeq(temp[istate==2,5:6], residuals(fit23, type='score'))
[1] TRUE
> 
> # same for dfbeta resids
> temp <- residuals(fit, type="dfbeta")
> aeq(temp[istate==1,1:2], residuals(fit12, type='dfbeta'))
[1] TRUE
> aeq(temp[istate==1,3:4], residuals(fit13, type='dfbeta'))
[1] TRUE
> aeq(temp[istate==2,5:6], residuals(fit23, type='dfbeta'))
[1] TRUE
> 
> temp <- residuals(fit, type="dfbetas")
> aeq(temp[istate==1,1:2], residuals(fit12, type='dfbetas'))
[1] TRUE
> aeq(temp[istate==1,3:4], residuals(fit13, type='dfbetas'))
[1] TRUE
> aeq(temp[istate==2,5:6], residuals(fit23, type='dfbetas'))
[1] TRUE
> 
> # Schoenfeld and scaled shoenfeld have one row per event
> temp <- residuals(fit, type="schoenfeld")
> sr1 <- residuals(fit12, type="schoenfeld")
> sr2 <- residuals(fit13, type="schoenfeld")
> sr3 <- residuals(fit23, type="schoenfeld")
> trans <- attr(temp, "transition")
> aeq(temp[trans=="1:2",1:2], sr1)
[1] TRUE
> aeq(temp[trans=="1:3",3:4], sr2)
[1] TRUE
> aeq(temp[trans=="2:3",5:6], sr3)
[1] TRUE
> 
> #The scaled Schoenfeld don't agree, due to the use of a robust
> #  variance in fit, regular variance in fit12, fit13 and fit23
> #Along with being scaled by different event counts
> if (FALSE) {
+     xfit <- fit
+     xfit$var <- xfit$naive.var  # fixes the first issue
+     temp <- residuals(xfit, type="scaledsch")
+     aeq(d1* temp[sindx1, 1:2], residuals(fit12, type='scaledsch'))
+     aeq(temp[sindx2, 3:4], residuals(fit13, type='scaledsch'))
+     aeq(temp[sindx3, 5:6], residuals(fit23, type='scaledsch'))
+ }
> 
> if (FALSE) { # the predicted values are a work in progress
+     # predicted values differ because of different centering
+     c0 <-  sum(fit$mean * coef(fit))
+     c12 <- sum(fit12$mean * coef(fit12))
+     c13 <- sum(fit13$mean* coef(fit13))
+     c23 <- sum(fit23$mean * coef(fit23))
+ 
+     aeq(predict(fit)+c0, c(predict(fit12)+c12, predict(fit13)+c13, 
+                            predict(fit23)+c23))
+     aeq(exp(predict(fit)), predict(fit, type='risk'))
+ 
+     # expected survival is independent of centering
+     aeq(predict(fit, type="expected"), c(predict(fit12, type="expected"),
+                                          predict(fit13, type="expected"),
+                                          predict(fit23, type="expected")))
+ 
+     # predict(type='terms') is a matrix, centering changes as well
+     temp <- predict(fit, type='terms')
+     all(temp[indx1, 3:6] ==0)
+     all(temp[indx2, c(1,2,5,6)] ==0)
+     all(temp[indx3, 1:4]==0)
+     aeq(temp[indx1, 1:2], predict(fit12, type='terms'))
+     aeq(temp[indx2, 3:4], predict(fit13, type='terms'))
+     aeq(temp[indx3, 5:6], predict(fit23, type='terms'))
+ } # end of prediction section
> 
> # The global and per strata zph tests will differ for the KM or rank
> #  transform, because the overall and subset will have a different list
> #  of event times, which changes the transformed value for all of them.
> # But identity and log are testable.
> test_a <- cox.zph(fit, transform="log",global=FALSE)
> test_a12 <- cox.zph(fit12, transform="log",global=FALSE)
> test_a13 <- cox.zph(fit13, transform="log", global=FALSE)
> test_a23 <-  cox.zph(fit23, transform="log", global=FALSE)
> aeq(test_a$y[test_a$strata==1, 1:2], test_a12$y)
[1] TRUE
> 
> aeq(test_a$table[1:2,], test_a12$table)
[1] TRUE
> aeq(test_a$table[3:4,], test_a13$table)
[1] TRUE
> aeq(test_a$table[5:6,], test_a23$table)
[1] TRUE
> 
> # check cox.zph fit - transform = 'identity'
> test_b <- cox.zph(fit, transform="identity",global=FALSE)
> test_b12 <- cox.zph(fit12, transform="identity",global=FALSE)
> test_b13 <- cox.zph(fit13, transform="identity", global=FALSE)
> test_b23 <-  cox.zph(fit23, transform="identity", global=FALSE)
> 
> aeq(test_b$table[1:2,], test_b12$table)
[1] TRUE
> aeq(test_b$table[3:4,], test_b13$table)
[1] TRUE
> aeq(test_b$table[5:6,], test_b23$table)
[1] TRUE
> 
> # check out subscripting of a multi-state zph
> cname <- c("table", "x", "time", "y", "var")
> sapply(cname, function(x) aeq(test_b[1:2]$x, test_b12$x))
table     x  time     y   var 
 TRUE  TRUE  TRUE  TRUE  TRUE 
> sapply(cname, function(x) aeq(test_b[3:4]$x, test_b13$x))
table     x  time     y   var 
 TRUE  TRUE  TRUE  TRUE  TRUE 
> sapply(cname, function(x) aeq(test_b[5:6]$x, test_b23$x))
table     x  time     y   var 
 TRUE  TRUE  TRUE  TRUE  TRUE 
> 
> # check model.matrix
> mat1 <- model.matrix(fit)
> all.equal(mat1, fit$x)
[1] TRUE
> 
> # Check that the internal matix agrees (uses stacker, which is not exported)
> mat2 <- model.matrix(fit12)
> mat3 <- model.matrix(fit13)
> mat4 <- model.matrix(fit23)
> 
> # first reconstruct istate
> tcheck <- survcheck(Surv(tstart, tstop, event) ~ 1, tdata, id=id)
> temp <- survival:::stacker(fit$cmap, fit$smap, as.numeric(tcheck$istate), fit$x,
+                           fit$y, NULL, fit$states)
> aeq(temp$X[temp$transition==1, 1:2], mat2)
[1] TRUE
> aeq(temp$X[temp$transition==2, 3:4], mat3)
[1] TRUE
> aeq(temp$X[temp$transition==3, 5:6], mat4)
[1] TRUE
> 
> 
> 
> proc.time()
   user  system elapsed 
  0.509   0.036   0.543