Laura Bonnett wrote: > Hi all, > > Sorry to ask again but I'm still not sure how to get the full > variance-covariance matrix. Peter suggested a three-level treatment > factor. However, I thought that the censoring variable could only take > values 0 or 1 so how do you programme such a factor. > Well, not to put it too diplomatically: If you can confuse the treatment factor and the censoring indicator, there might be more wrong with your analysis than we originally assumed, so how about showing us a bit more of what you actually did?
> Alternatively, is there another way to produce the required covariance? > > Thank you, > > Laura > > On Tue, Aug 26, 2008 at 11:37 AM, Laura Bonnett > <[EMAIL PROTECTED]>wrote: > > >> The standard treatment is the same in both comparison. >> >> How do you do a three-level treatment factor? >> I thought you had to have a censoring indicator which took values 0 or 1 >> not 1, 2 or 3? >> >> Thanks, >> >> Laura >> >> On Tue, Aug 26, 2008 at 11:05 AM, Peter Dalgaard <[EMAIL PROTECTED] >> >>> wrote: >>> >>> Laura Bonnett wrote: >>> >>>> Dear R help forum, >>>> >>>> I am using the function 'coxph' to obtain hazard ratios for the >>>> >>> comparison >>> >>>> of a standard treatment to new treatments. This is easily obtained by >>>> fitting the relevant model and then calling exp(coef(fit1)) say. >>>> >>>> I now want to obtain the hazard ratio for the comparison of two >>>> >>> non-standard >>> >>>> treatments. >>>> >From a statistical point of view, this can be achieved by dividing the >>>> exponentiated coefficients of 2 comparisions. E.g. to compared new >>>> >>> treatment >>> >>>> 1 (nt1) to new treatment 2 (nt2) we can fit 2 models: >>>> fit1 = standard treatment vs nt1 >>>> fit2 = standard treatment vs nt2. >>>> The required hazard ratio is therefore exp(coef(fit1))/exp(coef(fit2)) >>>> >>>> In order to obtain an associated confidence interval for this I require >>>> >>> the >>> >>>> covariance of this comparison. I know that R gives the >>>> >>> variance-covariance >>> >>>> matrix by the command 'fit$var'. However, this only gives the >>>> >>> covariance >>> >>>> matrix for non standard drugs and not the full covariance matrix. >>>> >>>> Can anyone tell me how to obtain the full covariance matrix? >>>> >>>> >>>> >>> What kind of data do you have? Is the "standard treatment group" the >>> same in both comparisons? If so, why not just have a three-level >>> treatment factor and compare nt1 to nt2 directly. If the control groups >>> are completely separate, then the covariance between fits made on >>> independent data is of course zero. >>> >>> >>>> Thank you, >>>> >>>> Laura >>>> >>>> [[alternative HTML version deleted]] >>>> >>>> ______________________________________________ >>>> R-help@r-project.org mailing list >>>> https://stat.ethz.ch/mailman/listinfo/r-help >>>> PLEASE do read the posting guide >>>> >>> http://www.R-project.org/posting-guide.html >>> >>>> and provide commented, minimal, self-contained, reproducible code. >>>> >>>> >>> -- >>> O__ ---- Peter Dalgaard �ster Farimagsgade 5, Entr.B >>> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K >>> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 >>> ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 >>> >>> >>> >>> > > [[alternative HTML version deleted]] > > > ------------------------------------------------------------------------ > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.