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) > > # > # The Stanford data from 1980 is used in Escobar and Meeker, Biometrics 1992. > # t5 = T5 mismatch score > # Their case numbers correspond to a data set sorted by age > # > aeq <- function(x,y, ...) all.equal(as.vector(x), as.vector(y), ...) > > stanford2$t5 <- ifelse(stanford2$t5 <0, NA, stanford2$t5) > stanford2 <- stanford2[order(stanford2$age, stanford2$time),] > stanford2$time <- ifelse(stanford2$time==0, .5, stanford2$time) > > cage <- stanford2$age - mean(stanford2$age) > fit1 <- survreg(Surv(time, status) ~ cage + I(cage^2), stanford2, + dist='lognormal') > fit1 Call: survreg(formula = Surv(time, status) ~ cage + I(cage^2), data = stanford2, dist = "lognormal") Coefficients: (Intercept) cage I(cage^2) 6.717591081 -0.061908619 -0.003504315 Scale= 2.362872 Loglik(model)= -863.6 Loglik(intercept only)= -868.8 Chisq= 10.5 on 2 degrees of freedom, p= 0.00526 n= 184 > ldcase <- resid(fit1, type='ldcase') > ldresp <- resid(fit1, type='ldresp') > # The ldcase and ldresp should be compared to table 1 in Escobar and > # Meeker, Biometrics 1992, p519; the colums they label as (1/2) A_{ii} > # They give data for selected cases, entered below as mdata > mdata <- cbind(c(1,2,4,5,12,16,23,61,66,72,172,182,183,184), + c(.035, .244, .141, .159, .194, .402, 0,0, .143, .403, + .178, .033, .005, .015), + c(.138, .145, .073, .076, .104, .159, 0,0, .109, .184, + .116, .063, .103, .144)) > dimnames(mdata) <- list(NULL, c("case#", "ldcase", "ldresp")) > aeq(round(ldcase[mdata[,1]],3), mdata[,2]) [1] TRUE > aeq(round(ldresp[mdata[,1]],3), mdata[,3]) [1] TRUE > > plot1 <- function() { + # make their figure 1, 2, and 6 + temp <- predict(fit1, type='quantile', p=c(.1, .5, .9)) + plot(stanford2$age, stanford2$time, log='y', xlab="Age", ylab="Days", + ylim=range(stanford2$time, temp)) + matlines(stanford2$age, temp, lty=c(1,2,2), col=1) + + n <- length(ldcase) + plot(1:n, ldcase, xlab="Case Number", ylab="(1/2) A", type='l') + title (main="Case weight pertubations") + plot(1:n, ldresp, xlab="Case Number", ylab="(1/2) A", + ylim=c(0, .2), type='l') + title(main="Response pertubations") + indx <- which(ldresp > .07) + text(indx, ldresp[indx]+ .005, indx%%10, cex=.6) + } > > postscript('meekerplot.ps') > plot1() > dev.off() null device 1 > # > # Stanford predictions in other ways > # > fit2 <- survreg(Surv(time, status) ~ poly(age,2), stanford2, + dist='lognormal') > > p1 <- predict(fit1, type='response') > p2 <- predict(fit2, type='response') > aeq(p1, p2) [1] TRUE > > p3 <- predict(fit2, type='terms', se=T) > p4 <- predict(fit2, type='lp', se=T) > p5 <- predict(fit1, type='lp', se=T) > # aeq(p3$fit + attr(p3$fit, 'constant'), p4$fit) #R is missing the attribute > aeq(p4$fit, p5$fit) [1] TRUE > aeq(p3$se.fit, p4$se.fit) #this one should be false [1] "Mean relative difference: 0.758395" > aeq(p4$se.fit, p5$se.fit) #this one true [1] TRUE > > > proc.time() user system elapsed 0.82 0.10 0.93