R version 4.4.0 RC (2024-04-16 r86458 ucrt) -- "Puppy Cup" Copyright (C) 2024 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. > # > # 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$id <- 1:nrow(tdata) > survcheck(Surv(time, state) ~ 1, id=id, istate=cstate, tdata) Call: survcheck(formula = Surv(time, state) ~ 1, data = tdata, id = id, istate = cstate) Unique identifiers Observations Transitions 226 226 163 Transitions table: to from death (censored) ph0 37 26 ph1 82 31 ph2 44 6 death 0 0 Number of subjects with 0, 1, ... transitions to each state: count state 0 1 death 63 163 (any) 63 163 > > # standard coxph fit, stratified by the ph0/1/2 groups > fit1 <- coxph(Surv(time, status) ~ age + sex + factor(ph.ecog), tdata, + ties="breslow") > # multi-state fit, where ph0/1/2 are states with a shared hazard > fit2 <- coxph(list(Surv(time, state) ~1, + 1:4 + 2:4 + 3:4~ age + sex/ common + shared), + id=id, istate=cstate, data= tdata, ties="breslow") > > aeq(coef(fit1), coef(fit2)) # the names are quite different, values the same [1] TRUE > all.equal(fit1$loglik, fit2$loglik) [1] TRUE > > # Three curves in the usual way: ph0, 1, or 2 for all time, common baseline > csurv1 <- survfit(fit1, newdata=expand.grid(age=65, sex=1, ph.ecog=0:2)) > > # Multistate: start in p0, p1, or p2 (the only place to go is death) > csurv2a <- survfit(fit2, newdata= list(age=65, sex=1), p0=c(1,0,0,0)) > csurv2b <- survfit(fit2, newdata= list(age=65, sex=1), p0=c(0,1,0,0)) > csurv2c <- survfit(fit2, newdata= list(age=65, sex=1), p0=c(0,0,1,0)) > > aeq(csurv1[1]$surv, csurv2a$pstate[,1,1]) [1] TRUE > aeq(csurv1[2]$surv, csurv2b$pstate[,1,2]) [1] TRUE > aeq(csurv1[3]$surv, csurv2c$pstate[,1,3]) [1] TRUE > > # Note that multi-state defaults to the Breslow, as it implements the Efron > # only imperfectly. > > # part 2: predicted survival for a multistate model that has a strata > mgus2$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]) [1] TRUE > > > # Part 3: compare a shared baseline to identical baseline > if (FALSE) { + # not yet completed + fit3 <- coxph(list(Surv(time, state) ~1, + 1:4 + 2:4 + 3:4~ age + sex/ common + 1), + id=id, istate=cstate, data= tdata) + fit4 <- coxph(list(Surv(time, state) ~1, + 1:4 + 2:4 + 3:4~ age + sex/ 1), + id=id, istate=cstate, data= tdata) + + fit0 <- coxph(Surv(time, status) ~ age + sex, tdata, ties="breslow") + + survfit(fit3, newdata= list(age=65, sex=1)) + } > > proc.time() user system elapsed 1.09 0.14 1.17