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. > options(na.action=na.exclude) # preserve missings > options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type > library(survival) > > aeq <- function(x,y, ...) all.equal(as.vector(x), as.vector(y), ...) > > lfit2 <- survreg(Surv(time, status) ~ age + ph.ecog + strata(sex), lung) > lfit3 <- survreg(Surv(time, status) ~ sex + (age+ph.ecog)*strata(sex), lung) > > lfit4 <- survreg(Surv(time, status) ~ age + ph.ecog , lung, + subset=(sex==1)) > lfit5 <- survreg(Surv(time, status) ~ age + ph.ecog , lung, + subset=(sex==2)) > > if (exists('censorReg')) { + lfit1 <- censorReg(censor(time, status) ~ age + ph.ecog + strata(sex),lung) + aeq(lfit4$coef, lfit1[[1]]$coef) + aeq(lfit4$scale, lfit1[[1]]$scale) + aeq(c(lfit4$scale, lfit5$scale), sapply(lfit1, function(x) x$scale)) + } > aeq(c(lfit4$scale, lfit5$scale), lfit3$scale ) [1] TRUE > > # > # Test out ridge regression and splines > # > lfit0 <- survreg(Surv(time, status) ~1, lung) > lfit1 <- survreg(Surv(time, status) ~ age + ridge(ph.ecog, theta=5), lung) > lfit2 <- survreg(Surv(time, status) ~ sex + ridge(age, ph.ecog, theta=1), lung) > lfit3 <- survreg(Surv(time, status) ~ sex + age + ph.ecog, lung) > > lfit0 Call: survreg(formula = Surv(time, status) ~ 1, data = lung) Coefficients: (Intercept) 6.034904 Scale= 0.7593936 Loglik(model)= -1153.9 Loglik(intercept only)= -1153.9 n= 228 > lfit1 Call: survreg(formula = Surv(time, status) ~ age + ridge(ph.ecog, theta = 5), data = lung) coef se(coef) se2 Chisq DF p (Intercept) 6.83082 0.42860 0.42860 254.0 1 3.5e-57 age -0.00783 0.00687 0.00687 1.3 1 2.5e-01 ridge(ph.ecog) -0.32032 0.08484 0.08405 14.2 1 1.6e-04 Scale= 0.738 Iterations: 1 outer, 5 Newton-Raphson Degrees of freedom for terms= 1 1 1 1 Likelihood ratio test=18.6 on 2 df, p=9e-05 n=227 (1 observation deleted due to missingness) > lfit2 Call: survreg(formula = Surv(time, status) ~ sex + ridge(age, ph.ecog, theta = 1), data = lung) coef se(coef) se2 Chisq DF p (Intercept) 6.27163 0.45280 0.45210 191.84 1 1.3e-43 sex 0.40096 0.12371 0.12371 10.50 1 1.2e-03 ridge(age) -0.00746 0.00675 0.00674 1.22 1 2.7e-01 ridge(ph.ecog) -0.33848 0.08329 0.08314 16.51 1 4.8e-05 Scale= 0.731 Iterations: 1 outer, 6 Newton-Raphson Degrees of freedom for terms= 1 1 2 1 Likelihood ratio test=30 on 3 df, p=1e-06 n=227 (1 observation deleted due to missingness) > lfit3 Call: survreg(formula = Surv(time, status) ~ sex + age + ph.ecog, data = lung) Coefficients: (Intercept) sex age ph.ecog 6.273435252 0.401090541 -0.007475439 -0.339638098 Scale= 0.731109 Loglik(model)= -1132.4 Loglik(intercept only)= -1147.4 Chisq= 29.98 on 3 degrees of freedom, p= 1.39e-06 n=227 (1 observation deleted due to missingness) > > > xx <- pspline(lung$age, nterm=3, theta=.3) > xx <- matrix(unclass(xx), ncol=ncol(xx)) # the raw matrix > lfit4 <- survreg(Surv(time, status) ~xx, lung) > lfit5 <- survreg(Surv(time, status) ~age, lung) > > lfit6 <- survreg(Surv(time, status)~pspline(age, df=2), lung) > > lfit7 <- survreg(Surv(time, status) ~ offset(lfit6$lin), lung) > > lfit4 Call: survreg(formula = Surv(time, status) ~ xx, data = lung) Coefficients: (Intercept) xx1 xx2 xx3 xx4 xx5 13.551290 -7.615741 -7.424565 -7.533378 -7.571272 -14.527489 Scale= 0.755741 Loglik(model)= -1150.1 Loglik(intercept only)= -1153.9 Chisq= 7.52 on 5 degrees of freedom, p= 0.185 n= 228 > lfit5 Call: survreg(formula = Surv(time, status) ~ age, data = lung) Coefficients: (Intercept) age 6.88712062 -0.01360829 Scale= 0.7587515 Loglik(model)= -1151.9 Loglik(intercept only)= -1153.9 Chisq= 3.91 on 1 degrees of freedom, p= 0.0479 n= 228 > lfit6 Call: survreg(formula = Surv(time, status) ~ pspline(age, df = 2), data = lung) coef se(coef) se2 Chisq DF p (Intercept) 6.5918 0.63681 0.41853 107.15 1.00 4.1e-25 pspline(age, df = 2), lin -0.0136 0.00687 0.00687 3.94 1.00 4.7e-02 pspline(age, df = 2), non 0.78 1.06 4.0e-01 Scale= 0.756 Iterations: 4 outer, 12 Newton-Raphson Theta= 0.926 Degrees of freedom for terms= 0.4 2.1 1.0 Likelihood ratio test=5.2 on 1.5 df, p=0.04 n= 228 > signif(lfit7$coef,6) (Intercept) 1.47899e-09 > > proc.time() user system elapsed 1.29 0.15 1.43