Re: [R] Interperting results of glmnet and coxph plot, Brier score and Harrel's C-Index - am I doing something wrong ???

y check I could perform to make sure there is no error in the Brier/C-Index evaluation. Thanks again for all you advice on this project, Erel -Original Message- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: Saturday, September 28, 2013 4:41 PM To: E Joffe Cc: r-help@r-proj

Re: [R] What is a "good fit" Brier score and Harrel's C Index

[mailto:dwinsem...@comcast.net] Sent: Saturday, September 28, 2013 5:04 PM To: E Joffe Cc: r-help@r-project.org Subject: Re: [R] What is a "good fit" Brier score and Harrel's C Index On Sep 28, 2013, at 8:14 AM, E Joffe wrote: > > Hi all, > > I am evaluating surviv

[R] What is a "good fit" Brier score and Harrel's C Index

Hi all, I am evaluating survival models using Brier score ("peperr") and Harrel's C-Index ("Hmisc"). I am wondering: 1. What would be considered a "good fit" according to these scores (like the heuristic levels we have for R square in linear regressions) ? 2. Are there any papers to cite on th

[R] Interperting results of glmnet and coxph plot, Brier score and Harrel's C-Index - am I doing something wrong ???

Hi all, I am using COX LASSO (glmnet / coxnet) regression to analyze a dataset of 394 obs. / 268 vars. I use the following procedure: 1. Construct a coxnet on the entire dataset (by cv.glmnet) 2. Pick the significant features by selecting the non-zero coefficient under the best lambda s

Re: [R] Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels) ?

] Sent: Friday, September 20, 2013 5:12 PM To: E Joffe Cc: r-help@r-project.org Subject: Re: [R] Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels) ? On Sep 13, 2013, at 11:21 PM, E Joffe wrote: > Hi David, > > First I or

Re: [R] Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels) ?

Erel -Original Message- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: Friday, September 13, 2013 8:51 PM To: E Joffe Cc: r-help@r-project.org Subject: Re: [R] Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels)

Re: [R] Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels) ?

Texas - Health Science Center in Houston 832.287.0829 (c) -Original Message- From: David Winsemius [mailto:dwinsem...@comcast.net] Sent: Friday, September 13, 2013 3:05 PM To: E Joffe Cc: r-help@r-project.org Subject: Re: [R] Creating dummy vars with contrasts - why does the returned identity m

[R] Creating dummy vars with contrasts - why does the returned identity matrix contain all levels (and not n-1 levels) ?

Hello, I have a problem with creating an identity matrix for glmnet by using the contrasts function. I have a factor with 4 levels. When I create dummy variables I think there should be n-1 variables (in this case 3) - so that the contrasts would be against the baseline level. This is al

[R] model.frame.default variable length differ in coxph

Hello, I am trying to run a coxph model but get an error Error in model.frame.default(formula = Surv(time, status) ~ selectedVarnames, : variable lengths differ (found for 'selectedVarnames') Of note the dataset is generated as part of using the glmnet for Lasso regularization. Glm

Re: [R] coxph won't converge when including categorical (factor) variables

tion but I still need to research that. Many thanks to Thomas Hielscher who authored the c060 package and was extremely kind to help me with this. -----Original Message- From: E Joffe [mailto:ejo...@hotmail.com] Sent: Sunday, July 07, 2013 10:02 AM To: 'Marc Schwartz' Cc: 'r-

Re: [R] problem with BootCV for coxph in pec after feature selection with glmnet (lasso)

help me with this. -----Original Message- From: E Joffe [mailto:ejo...@hotmail.com] Sent: Friday, July 05, 2013 7:16 PM To: 'r-help@R-project.org' Subject: problem with BootCV for coxph in pec after feature selection with glmnet (lasso) Hi, I am attempting to evaluate the prediction

Re: [R] coxph won't converge when including categorical (factor) variables

rds, Marc -Original Message- From: Marc Schwartz [mailto:marc_schwa...@me.com] Sent: Saturday, July 06, 2013 8:46 AM To: E Joffe Cc: r-help@r-project.org Subject: Re: [R] coxph won't converge when including categorical (factor) variables On Jul 6, 2013, at 7:04 AM, E Joffe wr

[R] coxph won't converge when including categorical (factor) variables

Hello, [rephrasing and reposting of a previous question (that was not answered) with new information] I have a dataset of 371 observations. When I run coxph with numeric variables it works fine. However, when I try to add factor (categorical) variables it returns "Ran out of iterations a

[R] problem with BootCV for coxph in pec after feature selection with glmnet (lasso)

Hi, I am attempting to evaluate the prediction error of a coxph model that was built after feature selection with glmnet. In the preprocessing stage I used na.omit (dataset) to remove NAs. I reconstructed all my factor variables into binary variables with dummies (using model.matrix) I then used

[R] coxph doesn't converge when including factor variables

Hello, I have a dataset of 371 observations. When I run coxph with numeric variables it works fine. However, when I try to add factor variables it returns "Ran out of iterations and the model did not converge" There is something very strange with the factors - some of them should actually be