[R] Indexing in summaryBy

2012-05-15 Thread Julian Wucherpfennig
I'm trying to use a self-written function with the summaryBy function (doBy
package).

I have lots of data from Monte Carlo experiments comparing different
estimators across different (combinations of) parameter values, similar to
the following form:

colnames(mydata) - c(X, b0, b1, # parameter combination,
corresponding (true) parameter values
b0.m1, b1.m1,  # estimates for estimator 1
b0.m2, b1.m2   # estimates for estimator 2)
Thus, X is an id that is constant for a given parameter combination across
simulation runs.

I need to calculate the root mean squared error. For each estimate I extract
the corresponding parameter value from the column name of the estimates:

rmse - function(est){
parname - deparse(substitute(est))
par1 - unlist(strsplit(parname, c(\\.)))[1]
par2 - eval(parse(text=par1))
sqrt(sum((par2- est)^2) /length(est))
}

This works well for subsets (i.e. given parameter combinations), but not
inside the summaryBy function because I cannot index properly.

data1 - subset(mydata, X==1)
rmse(data1$b0.m1)

summaryBy(b0.m5  X, data=mydata, FUN=c(mean, rmse))

I would need to be able to index inside the rmse function, i.e. something
like:
sqrt(sum((par2[X==i]- est)^2) /length(est))

How can I fix this?




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[R] exact method in coxph

2008-01-16 Thread Julian Wucherpfennig

I'm trying to estimate a cox proportional hazards regression for repeated
events (in gap time) with time varying covariates. The dataset consists of
just around 6000 observations (lines) (110 events).
The (stylized) data look as follows:

unit dur0  dur1  eventn  event  ongoing  x
1 01  0  0 0  32.23
1 12  0  1 1  35.34
1 01  1  0 1  36.12
1 01  1  1 1  45.83
1 12  2  0 0  32.43
1 23  2  0 0  53.63
1 44  2  1 1  45.48
2 01  0  0 0  14.84
2 12  0  1 1  08.63

A complication here is that units can experience repeated events while
previous events are still ongoing. 

I tried the following: cox1 - coxph( Surv( dur0, dur1, event) ~
strata(eventn) + x)
This works fine under the breslow and efron method. However, since I have a
fair number of ties, especially of repeated events while previous events are
still ongoing, the exact method seems advisable.

The help says that the exact method is computationally demanding, but even
after days the computing it won't finish. Also, if I include a frailty-term,
the exact method gives me results in no time. Is my setup incorrect?

Many thanks in advance!


-
Julian Wucherpfennig
PhD Student Political Science
ETH Zurich - Swiss Federal Institute of Technology
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