# # Tests for multi-state Cox models # The default for multi-state is now ties='breslow' bb <- "breslow" # I'm a lazy typist library(survival) aeq <- function(x,y, ...) all.equal(as.vector(x), as.vector(y), ...) # There are a few subjects with progression and death on the same day. In the # usual multi-state data set only one will count. data1 <- mgus2 data1$etime <- with(data1, ifelse(pstat==1, ptime, futime)) data1$event <- factor(ifelse(data1$pstat==1, 1, 2L*data1$death), 0:2, c("censor", "PCM", "death")) # direct data set with 2 rows per subject, much like mstate package would do data2 <- mgus2[rep(1:nrow(mgus2) ,2), c("id", "age", "sex", "mspike")] data2$time <- rep(data1$etime, 2) data2$status <- 1* c(data1$event=="PCM", data1$event=="death") data2$type <- rep(c(2:3), each=nrow(mgus2)) fit1 <- coxph(Surv(etime, event) ~ age + sex + mspike, data1, id=id, x=TRUE, robust=FALSE) fit1a <- coxph(Surv(etime, event=="PCM") ~ age + sex + mspike, ties=bb, data1) fit1b <- coxph(Surv(etime, event=='death') ~ age + sex + mspike, ties=bb, data1) fit1c <- coxph(Surv(time, status) ~ strata(type)/(age + sex+ mspike), data2, x=TRUE, ties=bb) aeq(fit1$loglik, fit1a$loglik + fit1b$loglik) aeq(fit1$coef, c(fit1a$coef, fit1b$coef)) aeq(fit1$var[1:3, 1:3], fit1a$var) aeq(fit1$var[4:6, 4:6], fit1b$var) aeq(fit1$coef[c(1,4,2,5,3,6)], fit1c$coef) # force a common age effect across all states fit2 <- coxph(list(Surv(etime, event) ~ sex, 1:0 ~ age / common), data1, id=id) data2 <- rbind(cbind(data1, status= (data1$event=="PCM"), etype=1), cbind(data1, status= (data1$event=='death'), etype=2)) fit2a <- coxph(Surv(etime, status) ~ age + strata(etype)/sex, data2, ties=bb) aeq(coef(fit2), coef(fit2a)[c(2,1,3)]) # not in the same order aeq(fit2$loglik, fit2a$loglik) #same fit in more complex ways data1$entry <- "Entry" fit2b <- coxph(list(Surv(etime, event) ~ sex, "Entry":"PCM" + "Entry":"death" ~ age / common), istate=entry, data1, id=id) fit2c <- coxph(list(Surv(etime, event) ~ sex, "Entry":state(c("PCM", "death")) ~ age / common), istate=entry, data1, id=id) aeq(fit2b$loglik, fit2$loglik) aeq(fit2c$coef, fit2$coef) # mspike size as a covariate for PCM only # first, 4 different ways to write the same fit3 <- coxph(list(Surv(etime, event) ~ age + sex, 1:state("PCM") ~ mspike), data1, id=id) fit3b <- coxph(list(Surv(etime, event) ~ age + sex, 1:"PCM" ~ mspike), data1, id=id) fit3c <- coxph(list(Surv(etime, event) ~ age + sex, 1:c("PCM") ~ mspike), data1, id=id) fit3d <- coxph(list(Surv(etime, event) ~ age + sex + mspike, 1:3 ~ -mspike), data1, id=id) aeq(fit3b$coef, fit3$coef) aeq(fit3c$coef, fit3$coef) aeq(fit3d$coef, fit3$coef) data3 <- data2 data3$mspike[data3$etype==2] <- 0 fit3a <- coxph(Surv(etime, status) ~ strata(etype)/(age + sex + mspike), data3, ties=bb) aeq(fit3$loglik, fit3a$loglik) aeq(fit3$coef, fit3a$coef[c(1,3,5,2,4)]) # models with strata test1 <- coxph(Surv(etime, event=="PCM") ~ age + mspike + strata(sex), data1, ties=bb) test2 <- coxph(Surv(etime, event=="death") ~ age + strata(sex), data1, ties=bb) sfit1 <- coxph(list(Surv(etime, event) ~ age + strata(sex), 1:state("PCM") ~ mspike), data1, id=id, ties=bb) aeq(coef(sfit1), c(coef(test1), coef(test2))) test3 <- coxph(Surv(etime, event=="death") ~ age +sex, data1, ties=bb) sfit2 <- coxph(list(Surv(etime, event) ~ age + sex, 1:2 ~ mspike + strata(sex) - sex), data1, id=id) aeq(coef(sfit2), c(coef(test1), coef(test3)))