R Under development (unstable) (2024-12-09 r87433 ucrt) -- "Unsuffered Consequences" 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. > library(survival) > options(na.action=na.exclude, contrasts=c('contr.treatment', 'contr.poly')) > > # Verify stratified fits in a simple way, but combining two data > # sets and doing a single fit > # > aeq <- function(x,y, ...) all.equal(as.vector(x), as.vector(y), ...) > > tdata <- data.frame(time=c(lung$time, ovarian$futime), + status=c(lung$status-1, ovarian$fustat), + group =rep(0:1, c(nrow(lung), nrow(ovarian)))) > fit1 <- survreg(Surv(time, status) ~ 1, lung) > fit2 <- survreg(Surv(futime, fustat) ~ 1, ovarian) > fit3 <- survreg(Surv(time, status) ~ group + strata(group), tdata) > > aeq(c(fit1$coef, fit2$coef-fit1$coef), fit3$coef) [1] TRUE > aeq(c(fit1$scale, fit2$scale), fit3$scale) [1] TRUE > aeq(fit1$loglik[2] + fit2$loglik[2], fit3$loglik[2]) [1] TRUE > > # > # Test out the cluster term in survreg, which means first a test > # of the dfbeta residuals > # I also am checking that missing values propogate > 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), + id= 1:7) > fit1 <- survreg(Surv(time, status) ~ x, cluster = id, test1) > fit2 <- survreg(Surv(time, status) ~ x + cluster(id), test1) #old form > all.equal(fit1, fit2) [1] TRUE > > db1 <- resid(fit1, 'dfbeta') > ijack <-db1 > eps <- 1e-7 > for (i in 1:7) { + temp <- rep(1.0,7) + temp[i] <- 1-eps + tfit <- survreg(Surv(time, status) ~ x, test1, weight=temp) + ijack[i,] <- c(tfit$coef, log(tfit$scale)) + } > ijack[2,] <- NA # stick the NA back in > ijack <- (rep(c(fit1$coef, log(fit1$scale)), each=nrow(db1)) - ijack)/eps > all.equal(db1, ijack, tolerance= 10*eps) [1] TRUE > all.equal(t(db1[-2,])%*% db1[-2,], fit1$var) [1] TRUE > > # This is a harder test since there are multiple strata and multiple > # obs/subject. Use of enum + strata(enum) in essenence fits a different > # baseline Weibull to each strata, with common coefficients for rx, size, and > # number. > # 12/2024 : expand the test to add weights. Different weights for different > # rows of the same subject is the most general test. > bladder2$wt <- rep(1:4, length=nrow(bladder2)) > fit0 <- survreg(Surv(stop-start, event) ~ rx + size + number + + factor(enum) + strata(enum), data=bladder2, weights= wt) > > fit1 <- survreg(Surv(stop-start, event) ~ rx + size + number + + factor(enum) + strata(enum), data=bladder2, weights= wt, + cluster=id) > aeq(coef(fit0), coef(fit1)) [1] TRUE > > db0 <- resid(fit1, type='dfbeta') > db1 <- resid(fit1, type='dfbeta', collapse=bladder2$id, weighted=TRUE) > ijack <- matrix(0, nrow(bladder2), ncol(db1)) > fcoef <- c(fit1$coef, log(fit1$scale)) > for (i in 1:nrow(bladder2)) { + twt <- bladder2$wt + twt[i] <- twt[i] + eps + tfit <- survreg(Surv(stop-start, event) ~ rx + size + number + + factor(enum) + strata(enum), data=bladder2, + weight=twt) + ijack[i,] <- (c(coef(tfit), log(tfit$scale)) - fcoef)/eps + } > > aeq(db0, ijack, tolerance= 10*eps) [1] TRUE > > ij2 <- rowsum(ijack* bladder2$wt, bladder2$id) > aeq(db1, ij2, tolerance= 10* eps) [1] TRUE > > aeq(vcov(fit1), crossprod(db1)) [1] TRUE > > proc.time() user system elapsed 1.60 0.20 1.79