If you just want to visualize the effect on one variable on the response from some different models then you might try Predict.Plot from the TeachingDemos package. It takes a little tweaking to get it to work with cph objects, but here is a basic example (partly stolen from the help page for cph):
library(rms) library(TeachingDemos) set.seed(731) age <- 50 + 12*rnorm(n) label(age) <- "Age" sex <- factor(sample(c('Male','Female'), n, rep=TRUE, prob=c(.6, .4))) cens <- 15*runif(n) h <- .02*exp(.04*(age-50)+.8*(sex=='Female')) dt <- -log(runif(n))/h label(dt) <- 'Follow-up Time' e <- ifelse(dt <= cens,1,0) dt <- pmin(dt, cens) units(dt) <- "Year" tmp.df <- data.frame(dt=dt, e=e, age=age, sex=sex) f <- cph(Surv(dt,e) ~ rcs(age,4) + sex, data=tmp.df ) f$data <- tmp.df Predict.Plot(f, 'age', age=50, sex='Male', type='lp', plot.args=list(col='blue',ylim=c(-1,2))) Predict.Plot(f, 'age', age=50, sex='Female', type='lp', add=TRUE, plot.args=list(col='red')) What that all means depends on the things mentioned in the other replies. Hope this helps, -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Biau David > Sent: Friday, August 13, 2010 7:42 AM > To: r help list > Subject: [R] How to compare the effect of a variable across regression > models? > > Hello, > > I would like, if it is possible, to compare the effect of a variable > across > regression models. I have looked around but I haven't found anything. > Maybe > someone could help? Here is the problem: > > I am studying the effect of a variable (age) on an outcome (local > recurrence: > lr). I have built 3 models: > - model 1: lr ~ age y = \beta_(a1).age > - model 2: lr ~ age + presentation variables (X_p) y = > \beta_(a2).age + > \BETA_(p2).X_p > - model 3: lr ~ age + presentation variables + treatment variables( > X_t) > y = \beta_(a3).age + \BETA_(p3).X_(p) + \BETA_(t3).X_t > > Presentation variables include variables such as tumor grade, tumor > size, etc... > the physician cannot interfer with these variables. > Treatment variables include variables such as chemotherapy, radiation, > surgical > margins (a surrogate for adequate surgery). > > I have used cph for the models and restricted cubic splines (Design > library) for > age. I have noted that the effect of age decreases from model 1 to 3. > > I would like to compare the effect of age on the outcome across the > different > models. A test of \beta_(a1) = \beta_(a2) = \beta_(a3) and then two by > two > comparisons or a global trend test maybe? Is that possible? > > Thank you for your help, > > > David Biau. > > > > > [[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.