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) aeq(c(fit1$scale, fit2$scale), fit3$scale) aeq(fit1$loglik[2] + fit2$loglik[2], fit3$loglik[2]) # # 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) 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) all.equal(t(db1[-2,])%*% db1[-2,], fit1$var) # This is a harder test since there are multiple strata and multiple # obs/subject. Use of enum + strata(enum) in essenence fits a different # baseline Weibull to each strata, with common coefficients for rx, size, and # number. # 12/2024 : expand the test to add weights. Different weights for different # rows of the same subject is the most general test. bladder2$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)) 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$scale)) - fcoef)/eps } aeq(db0, ijack, tolerance= 10*eps) ij2 <- rowsum(ijack* bladder2$wt, bladder2$id) aeq(db1, ij2, tolerance= 10* eps) aeq(vcov(fit1), crossprod(db1))