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Type 'q()' to quit R. > > library("tram") Loading required package: mlt Loading required package: basefun Loading required package: variables Loading required package: mvtnorm > library("survival") > > ### Windows diffs... > options(digits = 3) > > tol <- .Machine$double.eps^(1/5) > > cmp <- function(x, y) + stopifnot(isTRUE(all.equal(x, y, tolerance = tol, check.attributes = FALSE))) > > data("GBSG2", package = "TH.data") > > fm <- Surv(time, cens) ~ pnodes + age > tfm <- Surv(time, cens) ~ pnodes + age > fms <- Surv(time, cens) ~ pnodes + age + strata(horTh) > tfms <- Surv(time, cens) | 0 + horTh ~ pnodes + age > > (smod <- survreg(fm, data = GBSG2, dist = "weibull")) Call: survreg(formula = fm, data = GBSG2, dist = "weibull") Coefficients: (Intercept) pnodes age 7.76486 -0.04720 0.00323 Scale= 0.748 Loglik(model)= -2609 Loglik(intercept only)= -2637 Chisq= 57 on 2 degrees of freedom, p= 4e-13 n= 686 > (Smod <- Survreg(tfm, data = GBSG2, dist = "weibull")) Weibull Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "weibull") Coefficients: pnodes age -0.06311 0.00433 Log-Likelihood: -2609 (df = 4) > cmp(coef(smod), coef(Smod, as.survreg = TRUE)) > cmp(logLik(smod), logLik(Smod)) > Smod$invscale log(Surv(time, cens)) 0.748 > summary(Smod) Weibull Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "weibull") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.06311 0.00674 -9.36 <2e-16 *** age 0.00433 0.00582 0.74 0.46 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2609 (df = 4) Likelihood-ratio Test: Chisq = 57 on 2 degrees of freedom; p = 4.24e-13 > > (smod <- survreg(fms, data = GBSG2, dist = "weibull")) Call: survreg(formula = fms, data = GBSG2, dist = "weibull") Coefficients: (Intercept) pnodes age 7.85569 -0.04890 0.00186 Scale: no yes 0.802 0.646 Loglik(model)= -2606 Loglik(intercept only)= -2636 Chisq= 59.7 on 2 degrees of freedom, p= 1e-13 n= 686 > (Smod <- Survreg(tfms, data = GBSG2, dist = "weibull")) (Stratified) Weibull Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "weibull") Coefficients: pnodes age -0.061906 0.000259 Log-Likelihood: -2604 (df = 6) > try(coef(Smod, as.survreg = TRUE)) Error in coef.Lm(object, as.lm = as.survreg, ...) : cannot compute scaled coefficients with strata > Smod$invscale log(Surv(time, cens)):horThno log(Surv(time, cens)):horThyes 0.743 0.737 > summary(Smod) (Stratified) Weibull Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "weibull") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.061906 0.006641 -9.32 <2e-16 *** age 0.000259 0.005975 0.04 0.97 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2604 (df = 6) Likelihood-ratio Test: Chisq = 55.9 on 2 degrees of freedom; p = 7.14e-13 > > (smod <- survreg(fm, data = GBSG2, dist = "exponential")) Call: survreg(formula = fm, data = GBSG2, dist = "exponential") Coefficients: (Intercept) pnodes age 7.92597 -0.05684 0.00416 Scale fixed at 1 Loglik(model)= -2624 Loglik(intercept only)= -2648 Chisq= 47.5 on 2 degrees of freedom, p= 5e-11 n= 686 > (Smod <- Survreg(tfm, data = GBSG2, dist = "exponential")) Exponential Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "exponential") Coefficients: pnodes age -0.05684 0.00416 Log-Likelihood: -2624 (df = 3) > cmp(coef(smod), coef(Smod, as.survreg = TRUE)) > cmp(logLik(smod), logLik(Smod)) > Smod$invscale log(Surv(time, cens)) 1 > summary(Smod) Exponential Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "exponential") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.05684 0.00677 -8.40 <2e-16 *** age 0.00416 0.00578 0.72 0.47 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2624 (df = 3) Likelihood-ratio Test: Chisq = 47.5 on 2 degrees of freedom; p = 4.84e-11 > > try(smod <- survreg(fms, data = GBSG2, dist = "exponential")) Error in survreg(fms, data = GBSG2, dist = "exponential") : The scale argument is not valid with multiple strata > (Smod <- Survreg(tfms, data = GBSG2, dist = "exponential")) (Stratified) Exponential Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "exponential") Coefficients: pnodes age -0.055711 0.000456 Log-Likelihood: -2620 (df = 4) > try(coef(Smod, as.survreg = TRUE)) Error in coef.Lm(object, as.lm = as.survreg, ...) : cannot compute scaled coefficients with strata > Smod$invscale log(Surv(time, cens)):horThno log(Surv(time, cens)):horThyes 1 1 > summary(Smod) (Stratified) Exponential Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "exponential") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.055711 0.006686 -8.33 <2e-16 *** age 0.000456 0.005941 0.08 0.94 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2620 (df = 4) Likelihood-ratio Test: Chisq = 46.4 on 2 degrees of freedom; p = 8.5e-11 > > (smod <- survreg(fm, data = GBSG2, dist = "rayleigh")) Call: survreg(formula = fm, data = GBSG2, dist = "rayleigh") Coefficients: (Intercept) pnodes age 7.64496 -0.03752 0.00217 Scale fixed at 0.5 Loglik(model)= -2649 Loglik(intercept only)= -2688 Chisq= 78.7 on 2 degrees of freedom, p= <2e-16 n= 686 > (Smod <- Survreg(tfm, data = GBSG2, dist = "rayleigh")) Rayleigh Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "rayleigh") Coefficients: pnodes age -0.07504 0.00435 Log-Likelihood: -2649 (df = 3) > cmp(coef(smod), coef(Smod, as.survreg = TRUE)) > cmp(logLik(smod), logLik(Smod)) > Smod$invscale log(Surv(time, cens)) 0.5 > summary(Smod) Rayleigh Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "rayleigh") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.07504 0.00649 -11.56 <2e-16 *** age 0.00435 0.00588 0.74 0.46 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2649 (df = 3) Likelihood-ratio Test: Chisq = 78.7 on 2 degrees of freedom; p = <2e-16 > > try(smod <- survreg(fms, data = GBSG2, dist = "rayleigh")) Error in survreg(fms, data = GBSG2, dist = "rayleigh") : The scale argument is not valid with multiple strata > (Smod <- Survreg(tfms, data = GBSG2, dist = "rayleigh")) (Stratified) Rayleigh Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "rayleigh") Coefficients: pnodes age -0.073082 -0.000173 Log-Likelihood: -2642 (df = 4) > try(coef(Smod, as.survreg = TRUE)) Error in coef.Lm(object, as.lm = as.survreg, ...) : cannot compute scaled coefficients with strata > Smod$invscale log(Surv(time, cens)):horThno log(Surv(time, cens)):horThyes 0.5 0.5 > summary(Smod) (Stratified) Rayleigh Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "rayleigh") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.073082 0.006383 -11.45 <2e-16 *** age -0.000173 0.006014 -0.03 0.98 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2642 (df = 4) Likelihood-ratio Test: Chisq = 76.7 on 2 degrees of freedom; p = <2e-16 > > (smod <- survreg(fm, data = GBSG2, dist = "lognormal")) Call: survreg(formula = fm, data = GBSG2, dist = "lognormal") Coefficients: (Intercept) pnodes age 7.28762 -0.06271 0.00822 Scale= 1.04 Loglik(model)= -2588 Loglik(intercept only)= -2619 Chisq= 61.7 on 2 degrees of freedom, p= 4e-14 n= 686 > (Smod <- Survreg(tfm, data = GBSG2, dist = "lognormal")) Lognormal Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "lognormal") Coefficients: pnodes age -0.0602 0.0079 Log-Likelihood: -2588 (df = 4) > cmp(coef(smod), coef(Smod, as.survreg = TRUE)) > cmp(logLik(smod), logLik(Smod)) > summary(Smod) Lognormal Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "lognormal") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.06023 0.00773 -7.79 6.4e-15 *** age 0.00790 0.00432 1.83 0.068 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2588 (df = 4) Likelihood-ratio Test: Chisq = 61.7 on 2 degrees of freedom; p = 4e-14 > > (smod <- survreg(fms, data = GBSG2, dist = "lognormal")) Call: survreg(formula = fms, data = GBSG2, dist = "lognormal") Coefficients: (Intercept) pnodes age 7.36158 -0.06372 0.00711 Scale: no yes 1.087 0.952 Loglik(model)= -2587 Loglik(intercept only)= -2618 Chisq= 63.2 on 2 degrees of freedom, p= 2e-14 n= 686 > (Smod <- Survreg(tfms, data = GBSG2, dist = "lognormal")) (Stratified) Lognormal Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "lognormal") Coefficients: pnodes age -0.06088 0.00474 Log-Likelihood: -2583 (df = 6) > try(coef(Smod, as.survreg = TRUE)) Error in coef.Lm(object, as.lm = as.survreg, ...) : cannot compute scaled coefficients with strata > Smod$invscale log(Surv(time, cens)):horThno log(Surv(time, cens)):horThyes 1.02 1.05 > summary(Smod) (Stratified) Lognormal Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "lognormal") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.06088 0.00774 -7.87 3.6e-15 *** age 0.00474 0.00446 1.06 0.29 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2583 (df = 6) Likelihood-ratio Test: Chisq = 61.5 on 2 degrees of freedom; p = 4.4e-14 > > (smod <- survreg(fm, data = GBSG2, dist = "loglogistic")) Call: survreg(formula = fm, data = GBSG2, dist = "loglogistic") Coefficients: (Intercept) pnodes age 7.32407 -0.06540 0.00742 Scale= 0.606 Loglik(model)= -2596 Loglik(intercept only)= -2628 Chisq= 64.2 on 2 degrees of freedom, p= 1e-14 n= 686 > (Smod <- Survreg(tfm, data = GBSG2, dist = "loglogistic")) Loglogistic Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "loglogistic") Coefficients: pnodes age -0.1080 0.0122 Log-Likelihood: -2596 (df = 4) > cmp(coef(smod), coef(Smod, as.survreg = TRUE)) > cmp(logLik(smod), logLik(Smod)) > Smod$invscale log(Surv(time, cens)) 0.606 > summary(Smod) Loglogistic Linear Regression Model Call: Survreg(formula = tfm, data = GBSG2, dist = "loglogistic") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.10797 0.01439 -7.50 6.2e-14 *** age 0.01224 0.00754 1.62 0.1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2596 (df = 4) Likelihood-ratio Test: Chisq = 64.2 on 2 degrees of freedom; p = 1.15e-14 > > (smod <- survreg(fms, data = GBSG2, dist = "loglogistic")) Call: survreg(formula = fms, data = GBSG2, dist = "loglogistic") Coefficients: (Intercept) pnodes age 7.3741 -0.0658 0.0067 Scale: no yes 0.631 0.559 Loglik(model)= -2595 Loglik(intercept only)= -2628 Chisq= 65.1 on 2 degrees of freedom, p= 7e-15 n= 686 > (Smod <- Survreg(tfms, data = GBSG2, dist = "loglogistic")) (Stratified) Loglogistic Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "loglogistic") Coefficients: pnodes age -0.1093 0.0068 Log-Likelihood: -2591 (df = 6) > try(coef(Smod, as.survreg = TRUE)) Error in coef.Lm(object, as.lm = as.survreg, ...) : cannot compute scaled coefficients with strata > Smod$invscale log(Surv(time, cens)):horThno log(Surv(time, cens)):horThyes 0.593 0.608 > summary(Smod) (Stratified) Loglogistic Linear Regression Model Call: Survreg(formula = tfms, data = GBSG2, dist = "loglogistic") Coefficients: Estimate Std. Error z value Pr(>|z|) pnodes -0.10926 0.01434 -7.62 2.5e-14 *** age 0.00680 0.00774 0.88 0.38 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Log-Likelihood: -2591 (df = 6) Likelihood-ratio Test: Chisq = 64.5 on 2 degrees of freedom; p = 9.75e-15 > > (tobinfit <- survreg(Surv(durable, durable>0, type='left') ~ age + quant, + data=tobin, dist='gaussian')) Call: survreg(formula = Surv(durable, durable > 0, type = "left") ~ age + quant, data = tobin, dist = "gaussian") Coefficients: (Intercept) age quant 15.1449 -0.1291 -0.0455 Scale= 5.57 Loglik(model)= -28.9 Loglik(intercept only)= -29.5 Chisq= 1.1 on 2 degrees of freedom, p= 0.6 n= 20 > (tobinfit2 <- Survreg(Surv(durable, durable>0, type='left') ~ age + quant, + data=tobin, dist='gaussian')) Gaussian Linear Regression Model Call: Survreg(formula = Surv(durable, durable > 0, type = "left") ~ age + quant, data = tobin, dist = "gaussian") Coefficients: age quant -0.02318 -0.00817 Log-Likelihood: -28.9 (df = 4) > cmp(coef(tobinfit), coef(tobinfit2, as.survreg = TRUE)) > cmp(logLik(tobinfit), logLik(tobinfit2)) > summary(tobinfit2) Gaussian Linear Regression Model Call: Survreg(formula = Surv(durable, durable > 0, type = "left") ~ age + quant, data = tobin, dist = "gaussian") Coefficients: Estimate Std. Error z value Pr(>|z|) age -0.02318 0.03855 -0.60 0.55 quant -0.00817 0.01074 -0.76 0.45 Log-Likelihood: -28.9 (df = 4) Likelihood-ratio Test: Chisq = 1.1 on 2 degrees of freedom; p = 0.576 > > proc.time() user system elapsed 2.54 0.34 2.87