options(na.action=na.exclude) # preserve missings options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type library(survival) # # 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$age)) fit3 <- survreg(Surv(time,status) ~ pspline(age1, theta=.92) + pspline(age2, theta=.95) + sex + strata(sex), lung) fit3a<- survreg(Surv(time,status) ~pspline(age, theta=.92), lung, subset=(sex==1)) fit3b<- survreg(Surv(time,status) ~pspline(age, theta=.95), lung, subset=(sex==2)) fit3b<- survreg(Surv(time,status) ~pspline(age, theta=.95), lung[lung$sex==2,], x=T) # # The above line is tricky, and it took me a long time to realize # it's necessity. The range of age1 = range(age) = 39-82. That for # age2 = range of females = 41-77. The basis functions for pspline are # based on age. If I used data=lung, subset=(sex==2) in fit3b (earlier # form of the test, the pspline function is called before the subset # occurs, and fit3b has a different basis for the second spline than # fit3 does; leading to failure of the all.equal tests below. A theta # of .95 on one basis is not exactly the same as a theta of .95 on the # other. Coefficients were within 1%, but not the same. aeq(fit3$scale, c(fit3a$scale, fit3b$scale)) aeq(fit3$loglik[2], (fit3a$loglik + fit3b$loglik)[2]) pred <- predict(fit3) aeq(pred[lung$sex==1] , predict(fit3a)) aeq(pred[lung$sex==2], predict(fit3b))