Dear Members,
I required to score probability of survival before specified time using
fitted cox model on scoring dataset.
On the training sample data I am able to get the probability of a survival
before time point(t), but on the scoring dataset, which will have only
predictor information I am facing some issues. It would be great help for me
if you tell me where am I going wrong!
Here is the sample script!
#########################################################
library(survival)
n = 100
beta1 = 3; beta2 = -2;
lambdaT = .01
lambdaC = .6
x1 = rnorm(n,0)
x2 = rnorm(n,0)
T = rweibull(n, shape=1, scale=lambdaT*exp(-beta1*x1-beta2*x2))
C = rweibull(n, shape=1, scale=lambdaC)
time = pmin(T,C)
event = time==T
train_sample=data.frame(time,event,x1,x2)
rm(time,event,x1,x2)
fit_coxph <- coxph(Surv(time, event)~ x1 + x2, data= train_sample,
method="breslow")
#Save model to some directory
save(fit_coxph, file = file.path("C:/Desktop","fit_coxph.RData"))
#I can get probabilities on train_sample as below:
library(peperr)
pred_train <- predictProb.coxph(fit_coxph, Surv(train_sample$time,
train_sample$event), train_sample, 0.4)
head(pred_train)
# [,1]
#[1,] 5.126281e-03
#[2,] 4.324882e-01
#[3,] 4.444506e-61
#[4,] 0.000000e+00
#[5,] 0.000000e+00
#[6,] 3.249947e-01
#In the same line, I need probabilities on scoring_data. Now, close the
earlier session and run the below script in the new #R session, it gives
error.
library(survival)
library(peperr)
load(file = file.path("C:/Desktop","fit_coxph.RData"))
n = 1000
set.seed(1)
x1 = rnorm(n,0)
x2 = rnorm(n,0)
score_data <- data.frame(x1,x2)
pred_score <- predictProb.coxph(fit_coxph, Surv(time, event), score_data,
0.04)
#Error in Surv(time, event) : Time variable is not numeric
#After creating dummy place holder for Surv(time, event), it gives another
error:
time <- rep(2, n)
event <- rep(1, n)
pred_score <- predictProb.coxph(fit_coxph, Surv(time, event), score_data,
0.04)
#Error in inherits(x, "data.frame") : object 'train_sample' not found
########################################################
Appreciate your help, is there any other way to get these probabilities on
newdata.
Thanks in advance!!!!
~Aher
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