Re: [R] Contrasts in coxph
On 4/5/21 8:28 PM, Sorkin, John wrote:
I would like to define contrasts on the output of a coxph function. It appears
that the contrast function from the contrast library does not have a method
defined that will allow computation of contrasts on a coxph object.
How does one define and evaluate contrasts for a cox model?
I suspect that you are hoping for post-hoc pairwise contrasts. If that's
the case, then the multcomp package's glht is generally very capable. It
has three examples in its vignette the involve survivla models. The last
one constructs a categorical variable for age. That's not a procedure
that I endorse, but it may have been done for illustration of a method
and would therefore be free of sin.
library(multcomp) # console output follows
> if (require("survival") && require("MASS")) {
+ ### construct 4 classes of age
+ Melanoma$Cage <- factor(sapply(Melanoma$age, function(x){if( x <=
25 ) return(1)
+ if( x > 25 & x <= 50 ) return(2)
+ if( x > 50 & x <= 75 ) return(3)
+ if( x > 75 & x <= 100) return(4) }
+ ))
+ }
> summary(Melanoma)
time status sex age year
thickness
Min. : 10 Min. :1.00 Min. :0. Min. : 4.00 Min.
:1962 Min. : 0.10
1st Qu.:1525 1st Qu.:1.00 1st Qu.:0. 1st Qu.:42.00 1st
Qu.:1968 1st Qu.: 0.97
Median :2005 Median :2.00 Median :0. Median :54.00 Median
:1970 Median : 1.94
Mean :2153 Mean :1.79 Mean :0.3854 Mean :52.46 Mean
:1970 Mean : 2.92
3rd Qu.:3042 3rd Qu.:2.00 3rd Qu.:1. 3rd Qu.:65.00 3rd
Qu.:1972 3rd Qu.: 3.56
Max. :5565 Max. :3.00 Max. :1. Max. :95.00 Max.
:1977 Max. :17.42
ulcer Cage
Min. :0.000 1: 14
1st Qu.:0.000 2: 73
Median :0.000 3:104
Mean :0.439 4: 14
3rd Qu.:1.000
Max. :1.000
> cm <- coxph(Surv(time, status == 1) ~ Cage, data = Melanoma)
> ### specify all pair-wise comparisons among levels of "Cage"
> cm.glht <- glht(cm, mcp(Cage = "Tukey"))
> cm.glht
General Linear Hypotheses
Multiple Comparisons of Means: Tukey Contrasts
Linear Hypotheses:
Estimate
2 - 1 == 0 -0.2889
3 - 1 == 0 0.1910
4 - 1 == 0 1.0742
3 - 2 == 0 0.4800
4 - 2 == 0 1.3631
4 - 3 == 0 0.8832
--
David.
Thank you,
John
John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric
Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
__
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Re: [R] Contrasts in coxph
Dear John,
It's not clear to me exactly what you have in mind, but
car::linearHypothesis(), multcomp::glht(), and the emmeans package work
with Cox models. I expect there are functions in other packages that
will work too.
Here's an example, surely simpler than what you have in mind, but you
can probably adapt it:
-- snip -
> library("survival")
> library("car")
Loading required package: carData
> mod.allison <- coxph(Surv(week, arrest) ~
+fin + age + race + wexp + mar + paro + prio,
+ data=Rossi)
> mod.allison
Call:
coxph(formula = Surv(week, arrest) ~ fin + age + race + wexp +
mar + paro + prio, data = Rossi)
coef exp(coef) se(coef) z p
finyes -0.37942 0.68426 0.19138 -1.983 0.04742
age-0.05744 0.94418 0.02200 -2.611 0.00903
raceother -0.31390 0.73059 0.30799 -1.019 0.30812
wexpyes-0.14980 0.86088 0.21222 -0.706 0.48029
marnot married 0.43370 1.54296 0.38187 1.136 0.25606
paroyes-0.08487 0.91863 0.19576 -0.434 0.66461
prio0.09150 1.09581 0.02865 3.194 0.00140
Likelihood ratio test=33.27 on 7 df, p=2.362e-05
n= 432, number of events= 114
>
> linearHypothesis(mod.allison, "finyes")
Linear hypothesis test
Hypothesis:
finyes = 0
Model 1: restricted model
Model 2: Surv(week, arrest) ~ fin + age + race + wexp + mar + paro + prio
Res.Df Df Chisq Pr(>Chisq)
1426
2425 1 3.93060.04742 *
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
>
> library("multcomp")
Loading required package: mvtnorm
Loading required package: TH.data
Loading required package: MASS
Attaching package: ‘TH.data’
The following object is masked from ‘package:MASS’:
geyser
> summary(glht(mod.allison, "finyes=0"))
Simultaneous Tests for General Linear Hypotheses
Fit: coxph(formula = Surv(week, arrest) ~ fin + age + race + wexp +
mar + paro + prio, data = Rossi)
Linear Hypotheses:
Estimate Std. Error z value Pr(>|z|)
finyes == 0 -0.3794 0.1914 -1.983 0.0474 *
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
(Adjusted p values reported -- single-step method)
>
> library(emmeans)
> pairs(emmeans(mod.allison, ~ fin))
contrast estimateSE df z.ratio p.value
no - yes0.379 0.191 Inf 1.983 0.0474
-- snip -
Results are averaged over the levels of: race, wexp, mar, paro
Results are given on the log (not the response) scale.
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
web: https://socialsciences.mcmaster.ca/jfox/
On 2021-04-05 11:28 p.m., Sorkin, John wrote:
I would like to define contrasts on the output of a coxph function. It appears
that the contrast function from the contrast library does not have a method
defined that will allow computation of contrasts on a coxph object.
How does one define and evaluate contrasts for a cox model?
Thank you,
John
John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric
Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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 -- To UNSUBSCRIBE and more, see
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Contrasts in coxph
Dear John, I googled "contrasts Cox regression" and found https://stats.stackexchange.com/questions/15603/performing-contrasts-among-treatment-levels-in-survival-analysis where Frank Harrell reports how to do what you want with his rms package. At least I think so, haven't tried it myself. Best, Göran On 2021-04-06 05:28, Sorkin, John wrote: I would like to define contrasts on the output of a coxph function. It appears that the contrast function from the contrast library does not have a method defined that will allow computation of contrasts on a coxph object. How does one define and evaluate contrasts for a cox model? Thank you, John John David Sorkin M.D., Ph.D. Professor of Medicine Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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 -- To UNSUBSCRIBE and more, see 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] Contrasts in coxph
I would like to define contrasts on the output of a coxph function. It appears that the contrast function from the contrast library does not have a method defined that will allow computation of contrasts on a coxph object. How does one define and evaluate contrasts for a cox model? Thank you, John John David Sorkin M.D., Ph.D. Professor of Medicine Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
