options(na.action=na.exclude) # preserve missings options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type library(survival) # # Test the logic of the penalized code by fitting some no-frailty models # (theta=0). It should give exactly the same answers as 'ordinary' coxph. # test1 <- data.frame(time= c(4, 3,1,1,2,2,3), status=c(1,NA,1,0,1,1,0), x= c(0, 2,1,1,1,0,0)) test2 <- data.frame(start=c(1, 2, 5, 2, 1, 7, 3, 4, 8, 8), stop =c(2, 3, 6, 7, 8, 9, 9, 9,14,17), event=c(1, 1, 1, 1, 1, 1, 1, 0, 0, 0), x =c(1, 0, 0, 1, 0, 1, 1, 1, 0, 0) ) zz <- zz2 <- rep(0, nrow(test1)) tfit1 <- coxph(Surv(time,status) ~x, test1, eps=1e-7) tfit2 <- coxph(Surv(time,status) ~x + frailty(zz, theta=0, sparse=T), test1) tfit3 <- coxph(Surv(zz,time,status) ~x + frailty(zz2, theta=0, sparse=T), test1) temp <- c('coefficients', 'var', 'loglik', 'linear.predictors', 'means', 'n', 'concordance') all.equal(tfit1[temp], tfit2[temp]) all.equal(tfit2[temp], tfit3[temp]) zz <- rep(0, nrow(test2)) tfit1 <- coxph(Surv(start, stop, event) ~x, test2, eps=1e-7) tfit2 <- coxph(Surv(start, stop, event) ~ x + frailty(zz, theta=0, sparse=T), test2) all.equal(tfit1[temp], tfit2[temp]) # # Repeat the above tests, but with a strata added # Because the data set is simply doubled, the loglik will double, # beta is the same, variance is halved. # test3 <- rbind(test1, test1) test3$x2 <- rep(1:2, rep(nrow(test1),2)) zz <- zz2 <- rep(0, nrow(test3)) tfit1 <- coxph(Surv(time,status) ~x + strata(x2), test3, eps=1e-7) tfit2 <- coxph(Surv(time,status) ~x + frailty(zz, theta=0, sparse=T) + strata(x2), test3) tfit3 <- coxph(Surv(zz,time,status) ~x + frailty(zz2, theta=0, sparse=T) + strata(x2), test3) all.equal(tfit1[temp], tfit2[temp]) all.equal(tfit2[temp], tfit3[temp]) test4 <- rbind(test2, test2) test4$x2 <- rep(1:2, rep(nrow(test2),2)) zz <- rep(0, nrow(test4)) tfit1 <- coxph(Surv(start, stop, event) ~x, test4, eps=1e-7) tfit2 <- coxph(Surv(start, stop, event) ~ x + frailty(zz, theta=0, sparse=T), test4) all.equal(tfit1[temp], tfit2[temp]) rm(test3, test4, tfit1, tfit2, tfit3, temp, zz, zz2)