Ravi Varadhan wrote: > Hi David, > > I did look at Appendix D.3 of T&G, but am not sure if the data set analyzed > in F&H and that attached with "survival" are different. They both have > n=418 (312 from RCT and 106 observational).
Well, as David implies, if the observation times are longer and a few more people died, that could easily explain the differences. Someone borrowed our copy of F&H so I can't check, but presumably you have one (and it is your problem anyway...). > > There is a major difference in the coefficient for "edema" 0.66 vs 0.86. In > any case, the point is not whether the differences in coefficient affect > interpretation of the model, but to understand why there are differences in > the results. > > Best, > Ravi. > > > ---------------------------------------------------------------------------- > ------- > > Ravi Varadhan, Ph.D. > > Assistant Professor, The Center on Aging and Health > > Division of Geriatric Medicine and Gerontology > > Johns Hopkins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: [EMAIL PROTECTED] > > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > ---------------------------------------------------------------------------- > -------- > > > -----Original Message----- > From: David Winsemius [mailto:[EMAIL PROTECTED] > Sent: Friday, November 21, 2008 12:34 PM > To: Ravi Varadhan > Cc: r-help@r-project.org > Subject: Re: [R] Discrepancy in the regression coefficients for Cox > regression - PBC data set > > There is a discussion in Appendix D.3 of "Modeling Survival Data" by Thereau > and Grambsch regarding the differences in the datasets including the fact > that "there was significantly more follow-up for many patients at the time > this dataset was assembled". I do not see a material difference in the > estimates. > > -- > David Winsemius, MD > Heritage Labs > > On Nov 21, 2008, at 12:16 PM, Ravi Varadhan wrote: > >> Hi, >> >> When I run the following Cox proportional hazards model on the Mayo >> clinic's PBC data set (given in the "survival" package), the >> regression coefficients do not agree with the results presented in >> Table 4.6.3 (p. 195) of Fleming & Harrington's book. >> >> library(survival) >> >> data(pbc) >> >> ans.cox <- coxph(Surv(time, status) ~ log(bili) + log(alb) + age + >> log(protime) + edema) >> >> ans.cox >> >>> ans.cox <- coxph(Surv(time, status) ~ log(bili) + log(alb) + age + >> log(protime) + edema) >>> ans.cox >> Call: >> coxph(formula = Surv(time, status) ~ log(bili) + log(alb) + age + >> log(protime) + edema) >> >> >> coef exp(coef) se(coef) z p >> log(bili) 0.8975 2.453 0.08271 10.85 0.0e+00 >> log(alb) -2.4524 0.086 0.65707 -3.73 1.9e-04 >> age 0.0382 1.039 0.00768 4.97 6.5e-07 >> log(protime) 2.3458 10.442 0.77425 3.03 2.4e-03 >> edema 0.6613 1.937 0.20595 3.21 1.3e-03 >> >> Likelihood ratio test=234 on 5 df, p=0 n= 418 >> These coefficients, however, are significantly different (i.e. the >> differences can't be just attributed to round-off's) from that >> reported in Table 4.6.3 (in the "Final model" column) of Fleming and >> Harrington (p. >> 195). The coefficients reported are: 0.8707, -2.533, 0.0394, 2.380, >> 0.8592. >> Note the big difference for the "edema" variable. >> >> It seems like the data set considered in the book and that available >> in "survival" package are the same (with n=418). >> >> I also re-ran the Cox PH model with the 2 "data-errors" discussed in >> p.188 >> of F&H, but still I could not match the results in Table 4.6.3. >> >> Is it possible that the results could be explained due to difference >> in convergence during maximization of partial likelihood? >> >> Can anyone help me figure out why this diescrepancy exists? >> >> Thanks very much, >> Ravi. >> ---------------------------------------------------------------------- >> ------ >> ------- >> >> Ravi Varadhan, Ph.D. >> >> Assistant Professor, The Center on Aging and Health >> >> Division of Geriatric Medicine and Gerontology >> >> Johns Hopkins University >> >> Ph: (410) 502-2619 >> >> Fax: (410) 614-9625 >> >> Email: [EMAIL PROTECTED] >> >> Webpage: >> http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html >> >> >> >> ---------------------------------------------------------------------- >> ------ >> -------- >> >> >> >> [[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. > > ______________________________________________ > 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.
