alyaa wakf
2008-Jan-26 12:28 UTC
[R] Who can tell me how I adjust the R code for bootstrapping the Cox model?
Hi, The following code, from Angelo Canty article on line "Resampling Methods in R: the boot Package, 2002", works fine for Angelo Canty using R 2.6.0 on Windows XP. It also works for me using R 1.2.1 and S-PLUS 2000 on Windows XP after installing the S-PLUS bootstrap library, with slight differences in my outputs. > library(boot)> library(survival) > set.seed(12345)> mel <- melanoma[melanoma$ulcer==1,] > mel$cens <- 1*(mel$status==1) > mel.cox <- coxph(Surv(time, status==1)~thickness, + data=mel) > mel.surv <- survfit(mel.cox) > mel.cens <- survfit(Surv(time-0.001*(status==1),status!=1)~1, + data=mel) > mel.fun <- function(d) { + cox <- coxph(Surv(time, status==1)~thickness, + data=d) + cox$coefficients} > mel.boot.con <- censboot(mel, mel.fun, R=999, sim="cond", + F.surv=mel.surv, G.surv=mel.cens, + cox=mel.cox, index=c(1,8)) > mel.boot.con CONDITIONAL BOOTSTRAP FOR CENSORED DATA Call: censboot(data = mel, statistic = mel.fun, R = 999, F.surv = mel.surv, G.surv = mel.cens, sim = "cond", cox = mel.cox, index = c(1, 8)) Bootstrap Statistics : original bias std. error t1* 0.09967665 0.03579701 0.04973614 I want to apply the Fast bootstrap method from Salibian-Barrera and Zamar (2003) and Salibian-Barrera, M., Van Aels, S. and Willems, G. (2007) to the previous example, i.e., to produce a confidence interval for the exponent of the coefficient of tumour thickness in the Melanoma dataset . Moreover, I want to compare the performance of the Fast bootstrap with that of the classical bootstrap, which requires of course computing power and time. How I can adjust the previous code to do what I want. I asked Angelo Canty for helping me to do this, but he told me that he is afraid that he does not know anything about the Fast Bootstrap to which I refer. He suspects that one could force his boot package to do something like this but he is not sure if that would be possible through censboot or not. Although my problem does seem interesting for him, he is afraid that he is not currently in a position to take on any new collaborations. He remains available to answer any questions about the boot package itself as it is currently written, he just does not have the time to consider including new elements into the library at this time. I think that the paper of Salibian-barrera and Zamar (2003) is not published till now. Now I do not have an electronic copy of this paper draft but I have a hard copy. And so I can send you an attachment including some written sections from this paper "Fast and Stable Bootstrap Methods for Statistics Defined by Estimating Equations, Salibian-Barrera and Zamar (2003)". Please tell me If you want to send you this attachment, which can also includes what I want to do, and what I suggest. I need the adjusted code bad. I hope you help me. If you can not help me, please guide me to anyone who can help me. Thank you in advance. Alyaa Mohammad El-wakf Assistant Lecturer Department of Applied Statistics and Insurance Faculty of Commerce Mansoura University Egypt --------------------------------- [[alternative HTML version deleted]]