# # Verify that using multiple states + proportional baselines # will mimic a factor covariate # library(survival) aeq <- function(x, y, ...) all.equal(as.vector(x), as.vector(y), ...) tdata <- subset(lung, ph.ecog < 3) # there is only one row with ph.ecog=3 tdata$state <- factor(tdata$status, 1:2, c("censor", "death")) tdata$cstate<- factor(tdata$ph.ecog, 0:2, c("ph0", "ph1", "ph2")) tdata$id <- 1:nrow(tdata) survcheck(Surv(time, state) ~ 1, id=id, istate=cstate, tdata) # standard coxph fit, stratified by the ph0/1/2 groups fit1 <- coxph(Surv(time, status) ~ age + sex + factor(ph.ecog), tdata, ties="breslow") # multi-state fit, where ph0/1/2 are states with a shared hazard fit2 <- coxph(list(Surv(time, state) ~1, 1:4 + 2:4 + 3:4~ age + sex/ common + shared), id=id, istate=cstate, data= tdata, ties="breslow") aeq(coef(fit1), coef(fit2)) # the names are quite different, values the same all.equal(fit1$loglik, fit2$loglik) # Three curves in the usual way: ph0, 1, or 2 for all time, common baseline csurv1 <- survfit(fit1, newdata=expand.grid(age=65, sex=1, ph.ecog=0:2)) # Multistate: start in p0, p1, or p2 (the only place to go is death) csurv2a <- survfit(fit2, newdata= list(age=65, sex=1), p0=c(1,0,0,0)) csurv2b <- survfit(fit2, newdata= list(age=65, sex=1), p0=c(0,1,0,0)) csurv2c <- survfit(fit2, newdata= list(age=65, sex=1), p0=c(0,0,1,0)) aeq(csurv1[1]$surv, csurv2a$pstate[,1,1]) aeq(csurv1[2]$surv, csurv2b$pstate[,1,2]) aeq(csurv1[3]$surv, csurv2c$pstate[,1,3]) # Note that multi-state defaults to the Breslow, as it implements the Efron # only imperfectly. # part 2: predicted survival for a multistate model that has a strata mgus2$etime <- with(mgus2, ifelse(pstat==0, futime, ptime)) temp <- with(mgus2, ifelse(pstat==0, 2*death, 1)) mgus2$event <- factor(temp, 0:2, labels=c("censor", "pcm", "death")) dummy <- expand.grid(age=c(60, 80), mspike=1.2) cfit1 <- coxph(Surv(etime, event) ~ age + mspike +strata(sex), mgus2, id=id) csurv1 <- survfit(cfit1, newdata=dummy) cfit2 <- coxph(Surv(etime, event) ~ age + mspike, id=id, init= coef(cfit1), iter=0, data=mgus2, subset=(sex=='F')) csurv3 <- survfit(cfit2, newdata= expand.grid(age=c(60, 80), mspike=1.2)) test <- c('n', 'time', 'n.risk', 'n.event', 'n.censor', 'pstate', 'cumhaz') all.equal(unclass(csurv1[1,,])[test], unclass(csurv3)[test])