Dear all,
I have a couple of questions regarding the survival:::cch function.
1) I notice that Prentice and Self-Prentice functions are giving identical
standard errors (not by chance but by programming design) while their beta
estimates are different. My guess is they are both using the standard error
form from Self and Prentice (1986). I understand that standard errors for both
methods are asymptotically identical, but in my simulation study I need to
distinguish between two standard errors evaluated at different beta
coefficients. My guess is changing the option iter.max=35 in Prentice function
to iter.max=0 should do the trick. But I wanted to hear from the experts (or
the author of the program) on this issue.
The fact that SEs are identical can be found by the R help example codes of
CCH. Im copying and pasting them.
subcoh <- nwtco$in.subcohort
selccoh <- with(nwtco, rel==1|subcoh==1)
ccoh.data <- nwtco[selccoh,]
ccoh.data$subcohort <- subcoh[selccoh]
## central-lab histology
ccoh.data$histol <- factor(ccoh.data$histol,labels=c("FH","UH"))
## tumour stage
ccoh.data$stage <- factor(ccoh.data$stage,labels=c("I","II","III","IV"))
ccoh.data$age <- ccoh.data$age/12 # Age in years
cch(Surv(edrel, rel) ~ stage + histol + age, data =ccoh.data, subcoh =
~subcohort, id=~seqno, cohort.size=4028)
cch(Surv(edrel, rel) ~ stage + histol + age, data =ccoh.data, subcoh =
~subcohort, id=~seqno, cohort.size=4028, method="SelfPren")
2) I also notice that Lin-Ying beta estimates are quite different from
Self-Prentice estimates. My expectation was that the beta estimates should be
the same (or at least very close) and only the variance estimates are supposed
to be different. This is because Lin and Ying (1993) s state the estimating
equation... reduces to the pseduolikelihood score function of Self and
Prentice" and Therneau and Li (1999, Lifetime Data Analysis) also state that "
[Lin and Ying's] proposed [beta] estimates ... are identical to those of Self
and Prentice.". Can someone shed light on why the beta estimates in
survival:::cch are different between two methods (by design, it seems)?
This also can be seen by the data in the example codes in R help.
subcoh <- nwtco$in.subcohort
selccoh <- with(nwtco, rel==1|subcoh==1)
ccoh.data <- nwtco[selccoh,]
ccoh.data$subcohort <- subcoh[selccoh]
## central-lab histology
ccoh.data$histol <- factor(ccoh.data$histol,labels=c("FH","UH"))
## tumour stage
ccoh.data$stage <- factor(ccoh.data$stage,labels=c("I","II","III","IV"))
ccoh.data$age <- ccoh.data$age/12 # Age in years
cch(Surv(edrel, rel) ~ stage + histol + age, data =ccoh.data, subcoh =
~subcohort, id=~seqno, cohort.size=4028, method="SelfPren")
cch(Surv(edrel, rel) ~ stage + histol + age, data =ccoh.data, subcoh =
~subcohort, id=~seqno, cohort.size=4028, method="LinYing")
Ryung Kim
Department of Epidemiology and Population Health
Albert Einstein College of Medicine
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