Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-22 Thread Göran Broström
2011/7/21 Abdullah OUESLATI : > > [...] > I do not understand why you expect to get comparable results with SAS > "discrete" and coxph "exact". They are two different approaches to > handling ties (as Terry explained; of course, some comparability > should be expected in "normal" cases). > [...] >

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-21 Thread Abdullah OUESLATI
[...] I do not understand why you expect to get comparable results with SAS "discrete" and coxph "exact". They are two different approaches to handling ties (as Terry explained; of course, some comparability should be expected in "normal" cases). [...] I didn't know precisely the specifities of

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-20 Thread Göran Broström
On Wed, Jul 20, 2011 at 12:02 PM, AO_Statistics wrote: > > Thomas Lumley-2 wrote: >> >> [...] >> >> The warning and error messages are correct here.  Look at the point >> estimate. It's a log hazard ratio of about 20 in one case and about >> -20 in the other case.  The true partial maximum likelih

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-20 Thread AO_Statistics
Thomas Lumley-2 wrote: > > [...] > > The warning and error messages are correct here. Look at the point > estimate. It's a log hazard ratio of about 20 in one case and about > -20 in the other case. The true partial maximum likelihood estimator > is infinite. The estimated standard errors are

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-20 Thread Terry Therneau
Let me expand a bit on Thomas's answer. Looking more closely at your data set you have the following: death time group 0group 1 1.5 0/413/13 3 0/4 5/5 8 4/4 0 At time 1.5 group 1 had 13 deaths out of

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-19 Thread Thomas Lumley
On Wed, Jul 20, 2011 at 5:42 AM, AO_Statistics wrote: > > Terry Therneau-2 wrote: >> >> This query of "why do SAS and S give different answers for Cox models" >> comes >> up every so often.  The two most common reasons are that >>       a. they are using different options for the ties >>       b.

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2011-07-19 Thread AO_Statistics
Terry Therneau-2 wrote: > > This query of "why do SAS and S give different answers for Cox models" > comes > up every so often. The two most common reasons are that > a. they are using different options for the ties > b. the SAS and S data sets are slightly different. > You have bot

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2008-12-05 Thread Svetlana Eden
Thank you so much, this was very helpful. Svetlana Terry Therneau wrote: This query of "why do SAS and S give different answers for Cox models" comes up every so often. The two most common reasons are that a. they are using different options for the ties b. the SAS and S da

Re: [R] comparing SAS and R survival analysis with time-dependent covariates

2008-12-05 Thread Terry Therneau
This query of "why do SAS and S give different answers for Cox models" comes up every so often. The two most common reasons are that a. they are using different options for the ties b. the SAS and S data sets are slightly different. You have both errors. First, make sure I have

[R] comparing SAS and R survival analysis with time-dependent covariates

2008-12-04 Thread Svetlana Eden
Dear R-help, I was comparing SAS (I do not know what version it is) and R (version 2.6.0 (2007-10-03) on Linux) survival analyses with time-dependent covariates. The results differed significantly so I tried to understand on a short example where I went wrong. The following example shows that