options(na.action=na.exclude) # preserve missings options(contrasts=c('contr.treatment', 'contr.poly')) #ensure constrast type library(survival) # Create a "counting process" version of the simplest test data set # test1 <- data.frame(time= c(9, 3,1,1,6,6,8), status=c(1,NA,1,0,1,1,0), x= c(0, 2,1,1,1,0,0)) test1b<- list(start= c(0, 3, 0, 0, 5, 0, 6,14, 0, 0, 10,20,30, 0), stop = c(3,10, 10, 5,20, 6,14,20, 30, 10,20,30,40, 10), status=c(0, 1, 0, 0, 1, 0, 0, 1, 0, 0, 0, 0, 1, 0), x= c(1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, NA), id = c(3, 3, 4, 5, 5, 6, 6, 6, 7, 1, 1, 1, 1, 2)) aeq <- function(x,y) all.equal(as.vector(x), as.vector(y)) # # Check out the various residuals under an Efron approximation # fit0 <- coxph(Surv(time, status)~ x, test1, iter=0) fit <- coxph(Surv(time, status) ~x, test1) fit0b <- coxph(Surv(start, stop, status) ~ x, test1b, iter=0) fitb <- coxph(Surv(start, stop, status) ~x, test1b) fitc <- coxph(Surv(time, status) ~ offset(fit$coefficients*x), test1) fitd <- coxph(Surv(start, stop, status) ~ offset(fit$coefficients*x), test1b) aeq(fit0b$coefficients, fit0$coefficients) aeq(resid(fit0), resid(fit0b, collapse=test1b$id)) aeq(resid(fit), resid(fitb, collapse=test1b$id)) aeq(resid(fitc), resid(fitd, collapse=test1b$id)) aeq(resid(fitc), resid(fit)) aeq(resid(fit0, type='score'), resid(fit0b, type='score', collapse=test1b$id)) aeq(resid(fit, type='score'), resid(fitb, type='score', collapse=test1b$id)) aeq(resid(fit0, type='scho'), resid(fit0b, type='scho', collapse=test1b$id)) aeq(resid(fit, type='scho'), resid(fitb, type='scho', collapse=test1b$id)) # The two survivals will have different censoring times # nrisk, nevent, surv, and std should be the same temp1 <- survfit(fit, list(x=1), censor=FALSE) temp2 <- survfit(fitb, list(x=1), censor=FALSE) all.equal(unclass(temp1)[c(3,4,6,8)], unclass(temp2)[c(3,4,6,8)])