I am unsure what is being returned, and what is supposed to be
returned, when using 'predict' with "type='expected'" for an aftreg
survival model. The code below first generates a weibull model, then
uses predict to create a vector of the linear predictors, then
attempts to create the 'expected' vector, which is empty. The final
two steps in the code generate a lognormal model with the same data,
and the same empty 'expected' vector.
My expectation had been that 'expected' would generate the same
transformed dependent variable output as predict with a survreg model
using type='response'. Since my 'real' data is left-truncated and
right-censored I cannot use survreg, and I wanted to investigate the
output from eha.
Thanks in advance!
Mike
> data(mort)
> aftreg(Surv(enter, exit, event) ~ ses, data = mort)
Call:
aftreg(formula = Surv(enter, exit, event) ~ ses, data = mort)
Covariate W.mean Coef Exp(Coef) se(Coef) Wald p
ses
lower 0.416 0 1 (reference)
upper 0.584 -0.348 0.706 0.089 0.000
log(scale) 3.603 36.698 0.065 0.000
log(shape) 0.331 1.392 0.058 0.000
Events 276
Total time at risk 17038
Max. log. likelihood -1391.3
LR test statistic 16.1
Degrees of freedom 1
Overall p-value 5.91578e-05
> m1 <- aftreg(Surv(enter, exit, event) ~ ses, data = mort)
> head(predict(m1, type='lp')) ## produces output
1 2 3 4 5 6
-0.347853 0.000000 -0.347853 0.000000 0.000000 0.000000
> head(predict(m1, type='expected')) ## is this correct?
numeric(0)
> m2 <- aftreg(Surv(enter, exit, event) ~ ses, dist='lognormal', data = mort)
> head(predict(m2, type='expected')) ## is this correct?
numeric(0)
from eha (the survival and rms packages are not an option for my
'real' question, since I have left-truncated right-censored data
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