Dear Prof Frank, I tried to simulate an example data set as close as possible to my own real data with the codes below. There are only two covariates, tumor(3 levels) and ecog(3 levels). "rx" is treatment (4 levels). Validation with the stratified model (by rx) had a negative R2.. and the R2 under the training column was so high...?
n<-1000 set.seed(110222) data<-matrix(rep(0,5000),ncol=5) data[,1]<-sample(1:3,n,rep=TRUE,prob=c(.32, .30, .38)) for (i in 1:1000){ if (data[i,1]==1) data[i,2]<-sample(1:3,1,prob=c(.76, .18, .06)) if (data[i,1]==2) data[i,2]<-sample(1:3,1,prob=c(.67, .24, .09)) if (data[i,1]==3) data[i,2]<-sample(1:3,1,prob=c(.47, .37, .16))} for (i in 1:1000){ if (data[i,1]==1) data[i,3]<-sample(1:4,1,prob=c(.70, .19, .03, .08)) if (data[i,1]==2) data[i,3]<-sample(1:4,1,prob=c(.42, .28, .12, .18)) if (data[i,1]==3) data[i,3]<-sample(1:4,1,prob=c(.11, .29, .30, .30))} for (i in 1:1000){ if (data[i,3]==1) data[i,4]<-12*rgamma(1000,rate=0.4,shape=1.7)[c(sample(26:975,1,prob=c(rep(1/950,950))))] if (data[i,3]==2) data[i,4]<-12*rgamma(1000,rate=0.9,shape=1.7)[c(sample(26:975,1,prob=c(rep(1/950,950))))] if (data[i,3]==3) data[i,4]<-12*rgamma(1000,rate=1.2,shape=0.6)[c(sample(26:975,1,prob=c(rep(1/950,950))))] if (data[i,3]==4) data[i,4]<-12*rgamma(1000,rate=1.5,shape=0.7)[c(sample(26:975,1,prob=c(rep(1/950,950))))]} for (i in 1:1000){ if (data[i,3]==1) data[i,5]<-sample(c(0,1),1,prob=c(.53, .47)) if (data[i,3]==2) data[i,5]<-sample(c(0,1),1,prob=c(.17, .83)) if (data[i,3]==3) data[i,5]<-sample(c(0,1),1,prob=c(.05, .95)) if (data[i,3]==4) data[i,5]<-sample(c(0,1),1,prob=c(.06, .94))} colnames(data)<-c("tumor","ecog","rx","os","censor") data<-data.frame(data) attach(data) library(rms) surv.obj<-Surv(os,censor) validate(cph(surv.obj~factor(tumor)+factor(ecog),x=T,y=T,surv=T),method="b",B=100,dxy=T) validate(cph(surv.obj~factor(tumor)+factor(ecog)+strat(rx), x=T,y=T,surv=T,time.inc=60),method="b",B=100,dxy=T,u=60) Best regards, Vikki -- View this message in context: http://r.789695.n4.nabble.com/Interpreting-the-example-given-by-Prof-Frank-Harrell-in-Design-validate-cph-tp3316820p3323016.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.