Re: [R] combine glmnet and coxph (and survfit) with strata()
I'm also curious how to use glmnet with survfit -- specifically, for use with interval regression (which, under the hood, is implemented using survfit). Can you show how you converted your Surv object formula to a design matrix for use with glmnet? Thanks, -Aaron On Sun, Dec 8, 2013 at 12:45 AM, Jieyue Li jieyuel...@gmail.com wrote: Dear All, I want to generate survival curve with cox model but I want to estimate the coefficients using glmnet. However, I also want to include a strata() term in the model. Could anyone please tell me how to have this strata() effect in the model in glmnet? I tried converting a formula with strata() to a design matrix and feeding to glmnet, but glmnet just treats the strata() term with one independent variable... I know that if there is no such strata(), I can estimate coefficients from glmnet and use ...init=selectedBeta,iter=0) in the coxph. Please advise me or also correct me if I'm wrong. Thank you very much! Best, Jieyue [[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. [[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.
Re: [R] combine glmnet and coxph (and survfit) with strata()
check this one http://stackoverflow.com/questions/16299891/estimating-many-interaction-terms-in-glmnet On Mon, Dec 9, 2013 at 5:39 AM, Aaron Mackey ajmac...@gmail.com wrote: I'm also curious how to use glmnet with survfit -- specifically, for use with interval regression (which, under the hood, is implemented using survfit). Can you show how you converted your Surv object formula to a design matrix for use with glmnet? Thanks, -Aaron On Sun, Dec 8, 2013 at 12:45 AM, Jieyue Li jieyuel...@gmail.com wrote: Dear All, I want to generate survival curve with cox model but I want to estimate the coefficients using glmnet. However, I also want to include a strata() term in the model. Could anyone please tell me how to have this strata() effect in the model in glmnet? I tried converting a formula with strata() to a design matrix and feeding to glmnet, but glmnet just treats the strata() term with one independent variable... I know that if there is no such strata(), I can estimate coefficients from glmnet and use ...init=selectedBeta,iter=0) in the coxph. Please advise me or also correct me if I'm wrong. Thank you very much! Best, Jieyue [[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. [[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] combine glmnet and coxph (and survfit) with strata()
Dear All, I want to generate survival curve with cox model but I want to estimate the coefficients using glmnet. However, I also want to include a strata() term in the model. Could anyone please tell me how to have this strata() effect in the model in glmnet? I tried converting a formula with strata() to a design matrix and feeding to glmnet, but glmnet just treats the strata() term with one independent variable... I know that if there is no such strata(), I can estimate coefficients from glmnet and use ...init=selectedBeta,iter=0) in the coxph. Please advise me or also correct me if I'm wrong. Thank you very much! Best, Jieyue [[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.
