# Tests of pseudovalues, by calculating directly from survfit and residuals # this assumes that residuals.survfit is correct library(survival) aeq <- function(x, y, ...) all.equal(as.vector(x), as.vector(y), ...) mdata <- mgus2 temp <- ifelse(mdata$pstat==1, 1, 2*mdata$death) mdata$event <- factor(temp, 0:2, c("censor", "pcm", "death")) mdata$etime <- ifelse(mdata$pstat==1, mdata$ptime, mdata$futime) mdata <- subset(mdata, etime > 12) # remove first year tvec <- c(10, 100, 200, 365) # Single endpoint, one curve fit1 <- survfit(Surv(ptime, pstat) ~1, mdata) # a time point before first event, after last event, at an event time, # and between event times rr1 <- resid(fit1, tvec) aeq(colSums(rr1), rep(0,4)) sv1 <- summary(fit1, time=tvec, extend=TRUE)$surv # one time point ps1a <- pseudo(fit1, time=100) aeq(ps1a, sv1[2] + fit1$n*rr1[,2]) # multiple ps1b <- pseudo(fit1, time=tvec) aeq(ps1b, sv1[col(rr1)] + fit1$n * rr1) # Single endpoint, multiple curves fit2 <- survfit(Surv(futime, death) ~ sex, mdata) rr2 <- resid(fit2, time=tvec) aeq(colSums(rr2), rep(0,4)) sv2 <- summary(fit2, time=tvec, extend=TRUE)$surv sv2 <- t(matrix(sv2, ncol=2)) # row 1= female, row2 = male # residuals are the same as for separate models fit2a <- survfit(Surv(futime, death) ~1, mdata, subset=( sex=='F')) fit2b <- survfit(Surv(futime, death) ~1, mdata, subset= (sex=='M')) fem <- (mdata$sex=='F') rr2a <- resid(fit2a, times=tvec) rr2b <- resid(fit2b, times=tvec) aeq(rr2a, rr2[fem,]) # row names won't be equal aeq(rr2b, rr2[!fem,]) # one time point ps2a <- pseudo(fit2a, time=100) aeq(ps2a, sv2[1,2] + fit2a$n[1]* rr2a[,2]) ps2b <- pseudo(fit2b, time=100) aeq(ps2b, sv2[2,2] + fit2b$n[1]* rr2b[,2]) # overall psuedo are the same as for separate models # (each row of mdata belongs to a single curve) ps2c <- pseudo(fit2, time=100) aeq(ps2c[ fem], ps2a) aeq(ps2c[!fem], ps2b) # multiple time points ps2d <- pseudo(fit2a, times=tvec) aeq(ps2d, sv2[1, col(rr2a)] + fit2$n[1]* rr2a) ps2e <- pseudo(fit2b, times=tvec) aeq(ps2e, sv2[2, col(rr2b)] + fit2$n[2]* rr2b) ps2f <- pseudo(fit2, times=tvec) aeq(ps2d, ps2f[ fem,]) aeq(ps2e, ps2f[!fem,]) # Repeat the process for a multi-state model fit3 <- survfit(Surv(etime, event) ~ sex, mdata) fit3a <- survfit(Surv(etime, event) ~1, mdata, subset= (sex=='F')) fit3b <- survfit(Surv(etime, event) ~1, mdata, subset= (sex=='M')) rr3 <- resid(fit3, times=tvec) aeq(apply(rr3, 2:3, sum), matrix(0,3,4)) # resids sum to 0 for each state & time rr3a <- resid(fit3a, times=tvec) rr3b <- resid(fit3b, times=tvec) aeq(rr3[fem,,], rr3a) aeq(rr3[!fem,,], rr3b) ps3 <- pseudo(fit3, times=tvec) ps3a <- pseudo(fit3a, times=tvec) ps3b <- pseudo(fit3b, times=tvec) aeq(ps3[ fem,,], ps3a) aeq(ps3[!fem,,], ps3b) sv3 <- summary(fit3, times=tvec, extend=TRUE)$pstate sv3 <- array(sv3, dim=c(4,2,3)) #times, curve, order # ps3a has dimensions (number obs in fit3a, 3 states, 4 timepoints) # to each of the 3x4 combinations we need to add the value of the # survival curve at that time. A loop is easiest temp1 <- array(0, dim= dim(rr3a)) temp2 <- array(0, dim= dim(rr3b)) for (i in 1:3) { # each of the 3 states for (j in 1:4) { # each of the 4 times temp1[, i,j] <- sv3[j,1,i] + fit3$n[1]*rr3a[,i,j] temp2[, i,j] <- sv3[j,2,i] + fit3$n[2]*rr3b[,i,j] } } aeq(temp1, ps3a) aeq(temp2, ps3b) ########################### # All again, just the same, for cumulative hazards # Though there are 2 of them, vs 3 states. # rr1 <- resid(fit1, tvec, type="cumhaz") aeq(colSums(rr1), rep(0,4)) sv1 <- summary(fit1, time=tvec, extend=TRUE)$cumhaz # one time point ps1a <- pseudo(fit1, time=100, type="cumhaz") aeq(ps1a, sv1[2] + fit1$n*rr1[,2]) # multiple ps1b <- pseudo(fit1, time=tvec, type="cumhaz") aeq(ps1b, sv1[col(rr1)] + fit1$n * rr1) # Single endpoint, multiple curves fit2 <- survfit(Surv(futime, death) ~ sex, mdata) rr2 <- resid(fit2, time=tvec, type="cumhaz") aeq(colSums(rr2), rep(0,4)) sv2 <- summary(fit2, time=tvec, extend=TRUE)$cumhaz sv2 <- t(matrix(sv2, ncol=2)) # row 1= female, row2 = male # residuals are the same as for separate models rr2a <- resid(fit2a, times=tvec, type= "cumhaz") rr2b <- resid(fit2b, times=tvec, type= "cumhaz") aeq(rr2a, rr2[fem,]) aeq(rr2b, rr2[!fem,]) # one time point ps2a <- pseudo(fit2a, time=100, type="cumhaz") aeq(ps2a, sv2[1,2] + fit2a$n[1]* rr2a[,2]) ps2b <- pseudo(fit2b, time=100, type="cumhaz") aeq(ps2b, sv2[2,2] + fit2b$n[1]* rr2b[,2]) # overall psuedo are the same as for separate models # (each row of mdata belongs to a single curve) ps2c <- pseudo(fit2, time=100, type="cumhaz") aeq(ps2c[ fem], ps2a) aeq(ps2c[!fem], ps2b) # multiple time points ps2d <- pseudo(fit2a, times=tvec, type="cumhaz") aeq(ps2d, sv2[1, col(rr2a)] + fit2$n[1]* rr2a) ps2e <- pseudo(fit2b, times=tvec, type= "cumhaz") aeq(ps2e, sv2[2, col(rr2b)] + fit2$n[2]* rr2b) ps2f <- pseudo(fit2, times=tvec, type="cumhaz") aeq(ps2d, ps2f[ fem,]) aeq(ps2e, ps2f[!fem,]) # Repeat the process for a multi-state model rr3 <- resid(fit3, times=tvec, type="cumhaz") aeq(apply(rr3, 2:3, sum), matrix(0, 2,4)) rr3a <- resid(fit3a, times=tvec, type="cumhaz") rr3b <- resid(fit3b, times=tvec, type="cumhaz") aeq(rr3[fem,,], rr3a) aeq(rr3[!fem,,], rr3b) ps3 <- pseudo(fit3, times=tvec, type="cumhaz") ps3a <- pseudo(fit3a, times=tvec, type="cumhaz") ps3b <- pseudo(fit3b, times=tvec, type="cumhaz") aeq(ps3[ fem,,], ps3a) aeq(ps3[!fem,,], ps3b) sv3 <- summary(fit3, times=tvec, extend=TRUE)$cumhaz sv3 <- array(sv3, dim=c(4,2,2)) #times, curve, hazard # ps3a has dimensions (number obs in fit3a, 4 timepoints, 3 states) # to each of the 4x3 combinations we need to add the value of the # survival curve at that time. A loop is easiest temp1 <- array(0, dim= dim(rr3a)) temp2 <- array(0, dim= dim(rr3b)) for (i in 1:2) { # each of the 2 hazard for (j in 1:4) { # each of the 4 timepoints temp1[, i,j] <- sv3[j,1,i] + fit3$n[1]*rr3a[,i,j] temp2[, i,j] <- sv3[j,2,i] + fit3$n[2]*rr3b[,i,j] } } aeq(temp1, ps3a) aeq(temp2, ps3b) ################################################# # Last, one more time with AUC # A bit more bother, since summary.survfit only returns AUC for one time # value at a time. It also does not like times before the first event # tvec <- tvec[2:4] rr1 <- resid(fit1, tvec, type="auc") aeq(colSums(rr1), rep(0,3)) afun <- function(fit, times) { ntime <- length(times) if (length(fit$strata)) xfun <- function(x) x$table[, "rmean"] else xfun <- function(x) x$table["rmean"] temp <- xfun(summary(fit, rmean=times[1])) if (ntime==1) return(temp) result <- matrix(0, ntime, length(temp)) result[1,] <- temp for (i in 2:ntime) result[i,] <- xfun(summary(fit, rmean=times[i])) drop(result) } sv1 <- afun(fit1, tvec) # one time point ps1a <- pseudo(fit1, time=tvec[1], type="auc") aeq(ps1a, sv1[1] + fit1$n*rr1[,1]) # multiple ps1b <- pseudo(fit1, time=tvec, type="auc") aeq(ps1b, sv1[col(rr1)] + fit1$n * rr1) # Single endpoint, multiple curves rr2 <- resid(fit2, time=tvec, type="auc") sv2 <- t(afun(fit2, tvec)) aeq(colSums(rr2), rep(0,3)) # residuals are the same as for separate models rr2a <- resid(fit2a, times=tvec, type= "auc") rr2b <- resid(fit2b, times=tvec, type= "auc") aeq(rr2a, rr2[fem,]) aeq(rr2b, rr2[!fem,]) # one time point ps2a <- pseudo(fit2a, time=100, type="auc") aeq(ps2a, sv2[1,1] + fit2a$n[1]* rr2a[,1]) ps2b <- pseudo(fit2b, time=100, type="auc") aeq(ps2b, sv2[2,1] + fit2b$n[1]* rr2b[,1]) # overall psuedo are the same as for separate models # (each row of mdata belongs to a single curve) ps2c <- pseudo(fit2, time=100, type="auc") aeq(ps2c[ fem], ps2a) aeq(ps2c[!fem], ps2b) # multiple time points ps2d <- pseudo(fit2a, times=tvec, type="auc") aeq(ps2d, sv2[1, col(rr2a)] + fit2$n[1]* rr2a) ps2e <- pseudo(fit2b, times=tvec, type= "auc") aeq(ps2e, sv2[2, col(rr2b)] + fit2$n[2]* rr2b) ps2f <- pseudo(fit2, times=tvec, type="auc") aeq(ps2d, ps2f[ fem,]) aeq(ps2e, ps2f[!fem,]) # Repeat the process for a multi-state model rr3 <- resid(fit3, times=tvec, type="auc") aeq(apply(rr3, 2:3, sum), matrix(0, 3,3)) rr3a <- resid(fit3a, times=tvec, type="auc") rr3b <- resid(fit3b, times=tvec, type="auc") aeq(rr3[fem,,], rr3a) aeq(rr3[!fem,,], rr3b) ps3 <- pseudo(fit3, times=tvec, type="auc") ps3a <- pseudo(fit3a, times=tvec, type="auc") ps3b <- pseudo(fit3b, times=tvec, type="auc") aeq(ps3[ fem,,], ps3a) aeq(ps3[!fem,,], ps3b) sv3 <- rbind(summary(fit3, rmean=tvec[1])$table[,"rmean"], summary(fit3, rmean=tvec[2])$table[,"rmean"], summary(fit3, rmean=tvec[3])$table[,"rmean"]) sv3 <- array(sv3, dim=c(3,2,3)) #times, curve, state # ps3a has dimensions (number obs in fit3a, 4 timepoints, 3 states) # to each of the 4x3 combinations we need to add the value of the # survival curve at that time. A loop is easiest temp1 <- array(0, dim= dim(rr3a)) temp2 <- array(0, dim= dim(rr3b)) for (i in 1:3) { # each of the 3 states for (j in 1:3) { # each of the 3 times temp1[, i,j] <- sv3[j,1,i] + fit3$n[1]*rr3a[,i,j] temp2[, i,j] <- sv3[j,2,i] + fit3$n[2]*rr3b[,i,j] } } aeq(temp1, ps3a) aeq(temp2, ps3b) # # a data set with a missing value, and with a group that has only one obs # a good test of edge cases # lfit1 <- survfit(Surv(time, status) ~ ph.ecog, lung) # This will warn about points beyond the curve; ph.ecog==3 has a single point # at time=118, and it will have one fewer obs than the data p1 <- pseudo(lfit1, times=c(100, 200)) aeq(dim(p1), c(nrow(lung)-1, 2)) # This will have rows that match the data lfit2 <- survfit(Surv(time, status) ~ ph.ecog, lung, na.action= na.exclude) p2 <- pseudo(lfit2, time=c(100, 200)) aeq(dim(p2), c(nrow(lung), 2)) all(is.na(p2[is.na(lung$ph.ecog)])) # a row of missing was inserted row3 <- which(!is.na(lung$ph.ecog) & lung$ph.ecog ==3) # the singleton row all(p2[row3,] == c(1, 0))