Jabba
2010-May-20 14:46 UTC
[R] [Off topic?] Time dependent Cox model fitting and validation
DeaR users. <framework> These days i'm working on fitting an extended Cox model with time-dependent covariables and possibly time-varying effects. My data are in counting process format as described in Therneau&Grambsh's `Modeling Survival Data', page 68. I'm trying to follow Harrell's `Regression Modeling Strategies' advices for the choice of my model. This study aims to the development of a prognostic model, so it'is primary predictive. I have to do stepwise model selection and provide a measure of predictive accuracy. I'm using rms's cph and validate function with bw=TRUE option. </framwork> <questions> 1. Is validate good at resampling from a counting process format database? Or should i use a somewhat modified version? 2. Why fastbw(fit,"aic") and step(fit) don't select the same model? step() appears to stop first. I can't manage to get the stopping rule in the help files. 3. cph seems to be a bit less "permissive" than coxph in parsing the model formula. Particularly i have some difficulty in modeling interactions between covariables and time. Am I totally misguided? Is there any reference on this topic? Now a theoretical one: 4. Is it somewhat sensible to use cox.zph() and schoenfeld residuals to investigate which time dependent variables could need a time interaction parameter for estimating a time-varying effect? </questions> Thanks in advance for any advice.