Hi experts, http://r.789695.n4.nabble.com/file/n4034318/Parametric_survival_analysis_2nd-order_efffect.JPG Parametric_survival_analysis_2nd-order_efffect.JPG As we know a normal survival regression is the equation (1) Well, I'ld like to modify it to be 2nd-order interaction model as shown in equation(2) Question: Assume a and z is two covariates. x = dummy variable (1 or 0) z = factors (peoples' name) fit <- survreg(Surv(time,censor)~x*z, data=sample, dist="exponential") I tried to apply survreg(), while I have few questions: 1) If */survreg(Surv(time,censor)~x*z, data=sample, dist="exponential")/* correct? 2) If the baseline hazard is the value excluded both x and z effects? 3) How can I get the value and plot the hazard with only x effect (but exclude effect z) Thanks Best, Ryusuke -- View this message in context: http://r.789695.n4.nabble.com/Second-order-effect-in-Parametric-Survival-Analysis-tp4034318p4034318.html Sent from the R help mailing list archive at Nabble.com.
David Winsemius
2011-Nov-12 23:31 UTC
[R] Second-order effect in Parametric Survival Analysis
On Nov 12, 2011, at 7:37 AM, ryusuke wrote:> Hi experts, > > http://r.789695.n4.nabble.com/file/n4034318/Parametric_survival_analysis_2nd-order_efffect.JPG > Parametric_survival_analysis_2nd-order_efffect.JPG > As we know a normal survival regression is the equation (1) > Well, I'ld like to modify it to be 2nd-order interaction model as > shown in > equation(2) > > Question: > Assume a and z is two covariates. > x = dummy variable (1 or 0) > z = factors (peoples' name) > fit <- survreg(Surv(time,censor)~x*z, data=sample, dist="exponential") > > I tried to apply survreg(), while I have few questions: > 1) If */survreg(Surv(time,censor)~x*z, data=sample, > dist="exponential")/* > correct?The formula interface for R would expand x*z to x + z + x:z (Which is not the formula in your Nabble-provided-jpg, but from your later questions is probably what you want anyway.)> 2) If the baseline hazard is the value excluded both x and z effects?Maybe. You won't be "excluding" them so much as holding their values jointly at zero, which may or may not be the same thing.> 3) How can I get the value and plot the hazard with only x effect (but > exclude effect z)You will never be able to do so. If you have an interacting variable in a model, there will always be an effect of that covariate on predictions associated with any covariate with which it is interacting. You should be able to display or plot the ""x- effects" (note the plural) that are estimated for chosen levels of z, however. To accomplish that you should construct an appropriate data.frame and offer it as the newdata argument to predict(fit) .... just as you would do with any properly constructed R/S regression package. There is a worked example on this posting from the Master: http://finzi.psych.upenn.edu/Rhelp10/2010-May/240458.html -- David Winsemius, MD West Hartford, CT
Thank you Dr. David. I try to summarize it. Assumes x and z are two covariates: x = dummy variable (1 or 0) z = factors (people name) x*z = x + z + x*z therefore this is not a 2nd-order interactions, it should be (for an exponential survival regression):- h(t|(X=x,Z=z)) = exp(Beta0 + XZBeta1) #--------------------------------------------------- I believe there is no 2nd-order interactions survival regression as I searched over www.rseek.org. While I tried to read through the codes of survreg(), I stuck (cannot understand) at survreg6.c survreg6.c apply C Language which involves Cholesky decomposition multi-matrix (first-order interactions) calculation. 1) chinv2.c 2) cholesky3.c 3) chsolve2.c (only solve the equations of first-order interactions) If someone gives some idea or suggestion on these? Thank you. Best, Ryusuke -- View this message in context: http://r.789695.n4.nabble.com/Second-order-effect-in-Parametric-Survival-Analysis-tp4034318p4036005.html Sent from the R help mailing list archive at Nabble.com.