library(coxme) options(na.action='na.exclude', contrasts=c('contr.treatment', 'contr.poly')) aeq <- function(x,y) all.equal(as.vector(x), as.vector(y)) # Really simple dataset -- covariate x1 is our old friend from the # validation section at the back of the book. (Well, as yet only # my online copy has the examples with weights). # tdata0 <- data.frame(time =c(5,4,1,1,2,2,2,2,3), status=c(0,1,1,0,1,1,1,0,0), x1 =c(0,1,2,0,1,1,0,1,0), wt =c(1,2,1,2,3,4,3,2,1), x2 =c(1,3,5,2,3,6,4,3,1), grp =c(1,1,2,2,1,1,2,2,1)) # these 3 functions give the loglik, and the u/imat results for variable # x1 lfun <- function(beta, efron=T) { r <- exp(beta) a <- 7*r +3 b <- 4*r +2 temp1 <- 11*beta - (log(r^2 + 11*r +7) + 2*log(2*r +1)) if (efron) temp2 <- (10/3)*(log(a+b) + log(a*2/3 +b) + log(a/3 +b)) else temp2 <- 10 * log(a+b) temp1 - temp2 } ufun <- function(beta, efron=T) { r <- exp(beta) a <- 7*r +3 b <- 4*r +2 xbar1 <- (2*r^2 + 11*r)/(r^2 + 11*r + 7) xbar2 <- 11*r/(11*r +5) xbar3 <- 2*r/(2*r +1) xbar2b <- (7*r*2/3 + 4*r)/(a*2/3 +b) xbar2c <- (7*r/3 + 4*r)/(a/3 + b) temp1 <- 11 - (xbar1 + 2*xbar3) if (efron) temp2 <- (10/3)*(xbar2 + xbar2b + xbar2c) else temp2 <- 10*xbar2 temp1 - temp2 } ifun <- function(beta, efron=T) { r <- exp(beta) a <- 7*r +3 b <- 4*r +2 xbar1 <- (2*r^2 + 11*r)/(r^2 + 11*r + 7) xbar2 <- 11*r/(11*r +5) xbar3 <- 2*r/(2*r +1) xbar2b <- (7*r*2/3 + 4*r)/(a*2/3 +b) xbar2c <- (7*r/3 + 4*r)/(a/3 + b) temp1 <- (4*r^2 + 11*r)/(r^2 + 11*r +7) - xbar1^2 if (efron) temp2 <- (10/3)*((xbar2 - xbar2^2) + (xbar2b - xbar2b^2) + (xbar2c- xbar2c^2)) else temp2 <- 10*(xbar2 - xbar2^2) temp1 + temp2 + 2*(xbar3 - xbar3^2) } tfit <- coxme(Surv(time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='breslow', sparse.calc=0) aeq(tfit$loglik[1], lfun(0,F)) aeq(tfit$u[3], ufun(0,F)) aeq((solve(tfit$var))[3,3], ifun(0,F)) tfit1 <- coxme(Surv(time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='breslow', sparse.calc=1) aeq(tfit$u, tfit1$u) all.equal(tfit$var, tfit1$var) aeq(tfit$loglik, tfit1$loglik) # Do the matrix form, using coxmeMlist dmat <- diag(2) dimnames(dmat) <- list(1:2, 1:2) tfit2 <- coxme(Surv(time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='breslow', varlist=dmat) aeq(tfit$u, tfit2$u) aeq(as.matrix(tfit$var), as.matrix(tfit2$var)) aeq(tfit$loglik, tfit2$loglik) #Now the Efron approx tfit <- coxme(Surv(time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='efron') aeq(tfit$loglik[3], lfun(0,T)) aeq(tfit$u[3], ufun(0,T)) aeq((solve(tfit$var))[3,3], ifun(0,T)) #An initial value other than 0-- tfit <- coxme(Surv(time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='breslow', init=c(pi,0), sparse.calc=0) aeq(tfit$loglik[3], lfun(pi,F)) aeq(tfit$u[3], ufun(pi,F)) aeq((solve(tfit$var))[3,3], ifun(pi,F)) # Check out that the old style code -- use of a separate random statement -- # still works. One day we will drop this test and the backwards # compatablility. # tfit1 <- coxme(Surv(time, status) ~ x1 + x2, data=tdata0, random= ~1|grp, vfixed=.5, weight=wt, iter=0, ties='breslow', init=c(pi,0), sparse.calc=1) aeq(tfit$u, tfit1$u) all.equal(tfit$var, tfit1$var) aeq(tfit$loglik, tfit1$loglik) # Efron approximation tfit <- coxme(Surv(time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='efron', init=c(pi,0), sparse.calc=0) aeq(tfit$loglik[3], lfun(pi,T)) aeq(tfit$u[3], ufun(pi,T)) aeq((solve(tfit$var))[3,3], ifun(pi,T)) tfit1 <- coxme(Surv(time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='efron', init=c(pi,0), sparse.calc=1) aeq(tfit$u, tfit1$u) all.equal(tfit$var, tfit1$var) aeq(tfit$loglik, tfit1$loglik) # Use (start, stop] style input dummy <- rep(0, nrow(tdata0)) tfit <- coxme(Surv(dummy, time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='efron', init=c(pi,0), sparse.calc=0) aeq(tfit$loglik[3], lfun(pi,T)) aeq(tfit$u[3], ufun(pi,T)) aeq((solve(tfit$var))[3,3], ifun(pi,T)) tfit1 <- coxme(Surv(dummy, time, status) ~ x1 + x2 + (1|grp), data=tdata0, vfixed=.5, weight=wt, iter=0, ties='efron', init=c(pi,0), sparse.calc=1) aeq(tfit$u, tfit1$u) all.equal(tfit$var, tfit1$var) aeq(tfit$loglik, tfit1$loglik) # # a copy of tdata0, but with several subjects broken into multiple pieces, # exercises the "add in & take out" portions of the code # rcnt <- c(3,2,1,1,1,2,2,1,3) # rep count tdata0b <- data.frame(time2 = c(3,4,5, 2,4, 1,1,2, 1,2, .5,2, 2, 1,2,3), time1 = c(0,3,4, 0,2, 0,0,0, 0,1, 0,.5, 0, 0,1,2), status = c(0,0,0, 0,1, 1,0,1, 0,1, 0, 1, 0, 0,0,0), x1 = rep(tdata0$x1, rcnt), wt = rep(tdata0$wt, rcnt), x2 = rep(tdata0$x2, rcnt), grp = rep(tdata0$grp, rcnt)) tfit <- coxme(Surv(time1, time2, status) ~ x1 + x2 + (1|grp), data=tdata0b, vfixed=.5, weight=wt, iter=0, ties='efron', init=c(pi,0), sparse.calc=0) aeq(tfit$loglik[3], lfun(pi,T)) aeq(tfit$u[3], ufun(pi,T)) aeq((solve(tfit$var))[3,3], ifun(pi,T)) tfit1 <- coxme(Surv(time1, time2, status) ~ x1 + x2 + (1|grp), data=tdata0b, vfixed=.5, weight=wt, iter=0, ties='efron', init=c(pi,0), sparse.calc=1) aeq(tfit$u, tfit1$u) all.equal(tfit$var, tfit1$var) aeq(tfit$loglik, tfit1$loglik) tfit <- coxme(Surv(time1, time2, status) ~ x1 + x2 + (1|grp), data=tdata0b, vfixed=.5, weight=wt, iter=0, ties='breslow', init=c(pi,0), sparse.calc=0) aeq(tfit$loglik[3], lfun(pi,F)) aeq(tfit$u[3], ufun(pi,F)) aeq((solve(tfit$var))[3,3], ifun(pi,F)) tfit1 <- coxme(Surv(time1, time2, status) ~ x1 + x2 + (1|grp), data=tdata0b, vfixed=.5, weight=wt, iter=0, ties='breslow', init=c(pi,0), sparse.calc=1) aeq(tfit$u, tfit1$u) all.equal(tfit$var, tfit1$var) aeq(tfit$loglik, tfit1$loglik) rm (rcnt, tfit, tfit1, dummy)