Re: [R] nesting in CoxPH with survival package

2013-01-24 Thread Terry Therneau
In a Cox model, the baseline hazard takes the place of an intercept.
Try the following:
dummy - rnorm(nrow(goodexp))
testfit - lm(dummy ~ ExpTemp + Stability + Period, data=goodexp, x=T)

Now look at testfit$x, which is the design matrix for the linear model with an 
intercept.  
Examination of it will first of all clarify for you exactly what dummy variable 
coding was 
used for the model.  If this X matrix is singular, the coxph fit will be 
singular in 
exactly the same way and at the same place.  If you regress the last column of 
testfit$x 
on the others you should get a perfect fit, given the output below.  Other than 
the 
intercept the X matrix within coxph is the same as that for lm; the intercept 
is still 
there in the form of a baseline hazard, it just cannot be summarized as a 
single 
coefficient.  (All R modeling functions use the same internal routine to 
generate the 
design matrix.)
   My guess is that the row sums of testfit$x are constant, but that's just a 
guess.

Terry Therneau
PS -- use the spacebar more when showing an example.  It makes it a lot easier 
for the 
rest of us to read.

On 01/24/2013 05:00 AM, r-help-requ...@r-project.org wrote:
 Thank you for the suggestions.

 Just to clarify, my first question was more on what actual coding I
 should be using to indicate a nested variable when using the coxph()
 function.  I asked this after consulting several times with a local
 statistician, but unfortunately neither of us are very familiar with
 R.

 After further consultation, I have changed the design to a 2*2 design
 (2 levels of ExpTemp and Stability each) with blocking (Period).  I am
 still getting the x matrix deemed to be singular error.

   LOEmod3alt=coxph(LOE.fit~ExpTemp+Stability+Period,data=goodexp)
 Warning message:
 In coxph(LOE.fit ~ ExpTemp + Stability + Period, data = goodexp) :
X matrix deemed to be singular; variable 5
   summary(LOEmod3alt)
 Call:
 coxph(formula = LOE.fit ~ ExpTemp + Stability + Period, data = goodexp)

n= 184, number of events= 105

  coef exp(coef) se(coef)  z Pr(|z|)
 ExpTemp -3.17825   0.04166  0.53105 -5.985 2.17e-09 ***
 StabilityStatic -0.84129   0.43115  0.20470 -4.110 3.96e-05 ***
 PeriodB  1.06794   2.90937  0.22859  4.672 2.98e-06 ***
 PeriodC  1.23853   3.45054  0.58457  2.119   0.0341 *
 PeriodD   NANA  0.0 NA   NA
 ---
 Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1

  exp(coef) exp(-coef) lower .95 upper .95
 ExpTemp   0.0416624.0047   0.01471 0.118
 StabilityStatic   0.43115 2.3194   0.28866 0.644
 PeriodB   2.90937 0.3437   1.85877 4.554
 PeriodC   3.45054 0.2898   1.0972310.851
 PeriodDNA NANANA

 Concordance= 0.833  (se = 0.03 )
 Rsquare= 0.591   (max possible= 0.995 )
 Likelihood ratio test= 164.4  on 4 df,   p=0
 Wald test= 111.1  on 4 df,   p=0
 Score (logrank) test = 179.9  on 4 df,   p=0

   with(redo, table(LOEStatusfull, Period,ExpTemp))
 , , ExpTemp = FIVE

   Period
 LOEStatusfull  A  B  C  D
0 42  0 35  0
1  4   0 11  0

 , , ExpTemp = FOUR

   Period
 LOEStatusfull  A  B  C  D
0  0  0   0  2
1  0 46  0 44

 As best as I can tell, none of my variables are collinear.  Are there
 any other suggestions of how to deal with this error, or any more
 information I can provide to help understand why I would be getting
 this?

 Thank you for your time and your help,

 Katie

 O

[[alternative HTML version deleted]]

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Re: [R] nesting in CoxPH with survival package

2013-01-23 Thread Katie Anweiler
Thank you for the suggestions.

Just to clarify, my first question was more on what actual coding I
should be using to indicate a nested variable when using the coxph()
function.  I asked this after consulting several times with a local
statistician, but unfortunately neither of us are very familiar with
R.

After further consultation, I have changed the design to a 2*2 design
(2 levels of ExpTemp and Stability each) with blocking (Period).  I am
still getting the x matrix deemed to be singular error.

 LOEmod3alt=coxph(LOE.fit~ExpTemp+Stability+Period,data=goodexp)
Warning message:
In coxph(LOE.fit ~ ExpTemp + Stability + Period, data = goodexp) :
  X matrix deemed to be singular; variable 5
 summary(LOEmod3alt)
Call:
coxph(formula = LOE.fit ~ ExpTemp + Stability + Period, data = goodexp)

  n= 184, number of events= 105

coef exp(coef) se(coef)  z Pr(|z|)
ExpTemp -3.17825   0.04166  0.53105 -5.985 2.17e-09 ***
StabilityStatic -0.84129   0.43115  0.20470 -4.110 3.96e-05 ***
PeriodB  1.06794   2.90937  0.22859  4.672 2.98e-06 ***
PeriodC  1.23853   3.45054  0.58457  2.119   0.0341 *
PeriodD   NANA  0.0 NA   NA
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

exp(coef) exp(-coef) lower .95 upper .95
ExpTemp   0.0416624.0047   0.01471 0.118
StabilityStatic   0.43115 2.3194   0.28866 0.644
PeriodB   2.90937 0.3437   1.85877 4.554
PeriodC   3.45054 0.2898   1.0972310.851
PeriodDNA NANANA

Concordance= 0.833  (se = 0.03 )
Rsquare= 0.591   (max possible= 0.995 )
Likelihood ratio test= 164.4  on 4 df,   p=0
Wald test= 111.1  on 4 df,   p=0
Score (logrank) test = 179.9  on 4 df,   p=0

 with(redo, table(LOEStatusfull, Period,ExpTemp))
, , ExpTemp = FIVE

 Period
LOEStatusfull  A  B  C  D
  0 42  0 35  0
  1  4   0 11  0

, , ExpTemp = FOUR

 Period
LOEStatusfull  A  B  C  D
  0  0  0   0  2
  1  0 46  0 44

As best as I can tell, none of my variables are collinear.  Are there
any other suggestions of how to deal with this error, or any more
information I can provide to help understand why I would be getting
this?

Thank you for your time and your help,

Katie

On Sat, Jan 12, 2013 at 4:54 PM, Bert Gunter gunter.ber...@gene.com wrote:
 Katie:

 You need to get local statistical help. What you are doing makes no
 sense. See inline below.

 -- Bert

 On Sat, Jan 12, 2013 at 1:03 PM, David Winsemius dwinsem...@comcast.net 
 wrote:

 On Jan 11, 2013, at 5:35 PM, Katie Anweiler wrote:

 Hello all,
 I am trying to understand how to specify nested factors when using
 coxph(), and if it is appropriate to nest these factors in my
 situation.
 In the simplest form, I am testing two different temperatures, with
 each temperature being performed twice in different experimental
 periods (e.g. Temp5 performed in Period A and C, Temp4 performed in
 Period B and D)

 Period is confounded with temperature. That is the source of the
 singularity. in the message received below.

 You can estimate the C-A and the D-B differences.
 As I said, get statistical help. These are not R questions.

 -- Bert


 I am trying to see if survival time is affected by the treatment
 temperature.  To do this I am using temperature and experimental
 period nested within temperature as factors.

 LOEtempmod.5days=coxph(LOE.stable.5days~Temp+Temp/Period,data=goodstable)

 Warning message:
 In coxph(LOE.stable.5days ~ Temp + Temp/Period,  :
  X matrix deemed to be singular; variable 2 5 6 7

 1. Is this an appropriate way of nesting?


 Have you looked at the coxme package?
 http://cran.r-project.org/web/packages/coxme/index.html

 2. Can this error message be ignored?


 Sometimes R packages correctly drop variables that are exactly collinear:
 other times the correct solution is not clear. I would think the answer in
 this case would be no, but do not have a lot to go on at this point.

 --

 David Winsemius, MD
 Alameda, CA, USA

 __
 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.



 --

 Bert Gunter
 Genentech Nonclinical Biostatistics

 Internal Contact Info:
 Phone: 467-7374
 Website:
 http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

__
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] nesting in CoxPH with survival package

2013-01-12 Thread Katie Anweiler
Hello all,
I am trying to understand how to specify nested factors when using
coxph(), and if it is appropriate to nest these factors in my
situation.
In the simplest form, I am testing two different temperatures, with
each temperature being performed twice in different experimental
periods (e.g. Temp5 performed in Period A and C, Temp4 performed in
Period B and D)
I am trying to see if survival time is affected by the treatment
temperature.  To do this I am using temperature and experimental
period nested within temperature as factors.

 LOEtempmod.5days=coxph(LOE.stable.5days~Temp+Temp/Period,data=goodstable)
Warning message:
In coxph(LOE.stable.5days ~ Temp + Temp/Period,  :
  X matrix deemed to be singular; variable 2 5 6 7

1. Is this an appropriate way of nesting?
2. Can this error message be ignored?

Any help would be much appreciated, thank you in advance.

Katie

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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] nesting in CoxPH with survival package

2013-01-12 Thread David Winsemius


On Jan 11, 2013, at 5:35 PM, Katie Anweiler wrote:


Hello all,
I am trying to understand how to specify nested factors when using
coxph(), and if it is appropriate to nest these factors in my
situation.
In the simplest form, I am testing two different temperatures, with
each temperature being performed twice in different experimental
periods (e.g. Temp5 performed in Period A and C, Temp4 performed in
Period B and D)
I am trying to see if survival time is affected by the treatment
temperature.  To do this I am using temperature and experimental
period nested within temperature as factors.

LOEtempmod.5days=coxph(LOE.stable.5days~Temp+Temp/ 
Period,data=goodstable)

Warning message:
In coxph(LOE.stable.5days ~ Temp + Temp/Period,  :
 X matrix deemed to be singular; variable 2 5 6 7

1. Is this an appropriate way of nesting?


Have you looked at the coxme package?
http://cran.r-project.org/web/packages/coxme/index.html


2. Can this error message be ignored?


Sometimes R packages correctly drop variables that are exactly  
collinear: other times the correct solution is not clear. I would  
think the answer in this case would be no, but do not have a lot to  
go on at this point.


--

David Winsemius, MD
Alameda, CA, USA

__
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] nesting in CoxPH with survival package

2013-01-12 Thread Bert Gunter
Katie:

You need to get local statistical help. What you are doing makes no
sense. See inline below.

-- Bert

On Sat, Jan 12, 2013 at 1:03 PM, David Winsemius dwinsem...@comcast.net wrote:

 On Jan 11, 2013, at 5:35 PM, Katie Anweiler wrote:

 Hello all,
 I am trying to understand how to specify nested factors when using
 coxph(), and if it is appropriate to nest these factors in my
 situation.
 In the simplest form, I am testing two different temperatures, with
 each temperature being performed twice in different experimental
 periods (e.g. Temp5 performed in Period A and C, Temp4 performed in
 Period B and D)

Period is confounded with temperature. That is the source of the
singularity. in the message received below.

You can estimate the C-A and the D-B differences.
As I said, get statistical help. These are not R questions.

-- Bert


 I am trying to see if survival time is affected by the treatment
 temperature.  To do this I am using temperature and experimental
 period nested within temperature as factors.

 LOEtempmod.5days=coxph(LOE.stable.5days~Temp+Temp/Period,data=goodstable)

 Warning message:
 In coxph(LOE.stable.5days ~ Temp + Temp/Period,  :
  X matrix deemed to be singular; variable 2 5 6 7

 1. Is this an appropriate way of nesting?


 Have you looked at the coxme package?
 http://cran.r-project.org/web/packages/coxme/index.html

 2. Can this error message be ignored?


 Sometimes R packages correctly drop variables that are exactly collinear:
 other times the correct solution is not clear. I would think the answer in
 this case would be no, but do not have a lot to go on at this point.

 --

 David Winsemius, MD
 Alameda, CA, USA

 __
 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.



-- 

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

__
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.