[R] Cox PH Warning Message

regress pluralgpTriplet on all other variables with lm(). You'll probably have R²=1 and some very low p-values. If the number of triplet is very small, I advise you group them with twins, except if it is a major variable in your model. Cheers, Mayeul KAUFFMANN Université Pierre Mendès France

[R] sapply and loop

inneficient. Mayeul KAUFFMANN Université Pierre Mendès France Grenoble France __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

[R] Cox PH Warning Message

covariates (or nearly colinear). R drops it, but warns you. The results are OK. Mayeul KAUFFMANN Université Pierre Mendès France Grenoble France __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http

[R] constrained splines in GLM

derivatives may do the trick, but I do not know how to implement them in R. Any help or comment would be greatly appreciated ! Mayeul KAUFFMANN Université Pierre Mendès France - Grenoble France __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman

Re: [R] How to use the whole dataset (including between events) in Cox model (time-varying covariates) ?

you can always use parametric models and a full likelihood (but you may have to program them yourself). Prof Brian Ripley I started trying this but I could not make the counting process notation work on this. (Andersen, P.K. and Gill, R.D. (1982). Cox's regression model for counting

[R] how to plot an array with labels

How can i plot an array and instead of having on the x labels the indexes of the array I want to display an other String array of the same length Do this: plot(myarray,xaxt=n,xlab=) axis(1,at=1:length(myarray),lab=my.vector.of.names) __ [EMAIL

Re: [R] How to use the whole dataset (including between events) in Cox model (time-varying covariates) ?

KAUFFMANN Univ. Pierre Mendes France Grenoble - France - Original Message - From: Prof Brian Ripley [EMAIL PROTECTED] To: Mayeul KAUFFMANN [EMAIL PROTECTED] Cc: [EMAIL PROTECTED] Sent: Friday, August 13, 2004 8:40 AM Subject: Re: [R] How to use the whole dataset (including between events

Re: [R] coxph question

- pchisq((beta/ se)^2, 1), 4))) print (i)} #then select the covariates according to the p values: z[z$pvalue.01,i] Hope it helps. Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France - Original Message - Thanks Mayeul, I actually would like to test each variable individually

[R] How to use the whole dataset (including between events) in Cox model (time-varying covariates) ?

in advance for any help or comment. Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France __ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

[R] coxph question

of another method (AIC/BIC), look at last month archive: https://www.stat.math.ethz.ch/pipermail/r-help/2004-July/subject.html#53519 and try using library(MASS) stepAIC (...) Most of the time, it starts removing the covariate with the lower p-value. Mayeul KAUFFMANN Univ. Pierre Mendes France

[R] proximity covariate to model dependence in cox model (question from Vito Muggeo)

(I received a messsage from Vito Muggeo [who sometimes posts here] about my previous posts here. Thus, it might be of interest here) dear Mayeul, I read your post on R -list about survival analysis with multiple (two if I am not right) events per subject. Sometimes subjetcs have even 3

[R] covariate selection in cox model (counting process)

, when modeling the dependence between events with a covariate. Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France Then, there is still another option. In fact, I already modelled explicitely the influence of past events with a proximity of last event covariate, assuming

[R] BIC vz SBIC vz SIC

presume) these criteria need to compare two models with identical dataset. In any other case, if you have NAs at the start but the number of NAs does not change in the process, you won't be warned if you use k=log(nrow(mydata)). Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France

[R] Reading and treating multiple files....

,read.table( paste(c:\\mydir\\,i,sep= Hope that helps Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R

[R] covariate selection in cox model (counting process)

. Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France PS: I wrongly concluded from the R statement (Note: the likelihood ratio and score tests assume independence of observations within a cluster, the Wald and robust score tests do not). that it meant independence between two consecutive

[R] covariate selection in cox model (counting process)

. And thank you a lot for any help, comment, etc. (sorry for mistakes in English as I'm a non native English speaker) Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman

[R] Re: smooth non cumulative baseline hazard in Cox model

. And thank you a lot for any help, comment, etc. (sorry for mistakes in English as I'm a non native English speaker) Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman

[R] covariate selection in cox model (counting process)

of code) Thanks a lot again. Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting

[R] smooth non cumulative baseline hazard in Cox model

of his book which shows another example (except I only need it for 1 group, at mean values) I hope I am clear enough. Thank you a lot for any help. (sorry for mistakes in English as I'm on non native English speaker) Mayeul KAUFFMANN Univ. Pierre Mendes France Grenoble - France SMOOTH

Re: [R] smooth non cumulative baseline hazard in Cox model

to Prof. Ripley for the comment, as I am not fully aware of the exact terminology in English. Regards, Mayeul KAUFFMANN __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http