R Under development (unstable) (2023-08-12 r84939 ucrt) -- "Unsuffered Consequences" Copyright (C) 2023 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > 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()$rel.tolerance > aeq <- function(x,y,...) all.equal(as.vector(x), as.vector(y), ...) > > # intercept only models > fit1 <- survreg(Surv(time, status) ~ strata(sex), lung) > fit2 <- survreg(Surv(time, status) ~ strata(sex) + sex, lung) > fit3a<- survreg(Surv(time,status) ~1, lung, subset=(sex==1)) > fit3b<- survreg(Surv(time,status) ~1, lung, subset=(sex==2)) > > fit1 Call: survreg(formula = Surv(time, status) ~ strata(sex), data = lung) Coefficients: (Intercept) 6.062171 Scale: sex=1 sex=2 0.8167551 0.6533036 Loglik(model)= -1152.5 Loglik(intercept only)= -1152.5 n= 228 > fit2 Call: survreg(formula = Surv(time, status) ~ strata(sex) + sex, data = lung) Coefficients: (Intercept) sex 5.494409 0.380171 Scale: sex=1 sex=2 0.8084294 0.6355816 Loglik(model)= -1147.1 Loglik(intercept only)= -1152.5 Chisq= 10.9 on 1 degrees of freedom, p= 0.000963 n= 228 > aeq(fit2$scale, c(fit3a$scale, fit3b$scale), tolerance=tol) [1] TRUE > aeq(fit2$loglik[2], (fit3a$loglik + fit3b$loglik)[2], tolerance=tol) [1] TRUE > aeq(fit2$coef[1] + 1:2*fit2$coef[2], c(fit3a$coef, fit3b$coef), tolerance=tol) [1] TRUE > > #penalized models > fit1 <- survreg(Surv(time, status) ~ pspline(age, theta=.92)+ + strata(sex), lung) > fit2 <- survreg(Surv(time, status) ~ pspline(age, theta=.92)+ + strata(sex) + sex, lung) > fit1 Call: survreg(formula = Surv(time, status) ~ pspline(age, theta = 0.92) + strata(sex), data = lung) coef se(coef) se2 Chisq DF p (Intercept) 6.9036 0.8469 0.5688 66.45 1.00 3.6e-16 pspline(age, theta = 0.92 -0.0124 0.0067 0.0067 3.45 1.00 6.3e-02 pspline(age, theta = 0.92 2.53 2.65 4.0e-01 Scale: sex=1 sex=2 0.807 0.654 Iterations: 1 outer, 4 Newton-Raphson Theta= 0.92 Degrees of freedom for terms= 0.5 3.6 2.0 Likelihood ratio test=6.54 on 3.1 df, p=0.09 n= 228 > fit2 Call: survreg(formula = Surv(time, status) ~ pspline(age, theta = 0.92) + strata(sex) + sex, data = lung) coef se(coef) se2 Chisq DF p (Intercept) 6.3729 0.84471 0.59118 56.92 1.00 4.5e-14 pspline(age, theta = 0.92 -0.0111 0.00666 0.00666 2.77 1.00 9.6e-02 pspline(age, theta = 0.92 2.46 2.68 4.2e-01 sex 0.3686 0.11711 0.11685 9.91 1.00 1.6e-03 Scale: sex=1 sex=2 0.800 0.636 Iterations: 1 outer, 5 Newton-Raphson Theta= 0.92 Degrees of freedom for terms= 0.5 3.7 1.0 2.0 Likelihood ratio test=16.8 on 4.2 df, p=0.002 n= 228 > > age1 <- ifelse(lung$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$scale)) [1] TRUE > aeq(fit3$loglik[2], (fit3a$loglik + fit3b$loglik)[2]) [1] TRUE > pred <- predict(fit3) > aeq(pred[lung$sex==1] , predict(fit3a)) [1] TRUE > aeq(pred[lung$sex==2], predict(fit3b)) [1] TRUE > > > > > > proc.time() user system elapsed 1.09 0.03 1.12