I am unsure what is being returned, and what is supposed to be returned, when using 'predict' with "type='expected'" for an aftreg survival model. The code below first generates a weibull model, then uses predict to create a vector of the linear predictors, then attempts to create the 'expected' vector, which is empty. The final two steps in the code generate a lognormal model with the same data, and the same empty 'expected' vector. My expectation had been that 'expected' would generate the same transformed dependent variable output as predict with a survreg model using type='response'. Since my 'real' data is left-truncated and right-censored I cannot use survreg, and I wanted to investigate the output from eha. Thanks in advance! Mike> data(mort) > aftreg(Surv(enter, exit, event) ~ ses, data = mort)Call: aftreg(formula = Surv(enter, exit, event) ~ ses, data = mort) Covariate W.mean Coef Exp(Coef) se(Coef) Wald p ses lower 0.416 0 1 (reference) upper 0.584 -0.348 0.706 0.089 0.000 log(scale) 3.603 36.698 0.065 0.000 log(shape) 0.331 1.392 0.058 0.000 Events 276 Total time at risk 17038 Max. log. likelihood -1391.3 LR test statistic 16.1 Degrees of freedom 1 Overall p-value 5.91578e-05> m1 <- aftreg(Surv(enter, exit, event) ~ ses, data = mort) > head(predict(m1, type='lp')) ## produces output1 2 3 4 5 6 -0.347853 0.000000 -0.347853 0.000000 0.000000 0.000000> head(predict(m1, type='expected')) ## is this correct?numeric(0)> m2 <- aftreg(Surv(enter, exit, event) ~ ses, dist='lognormal', data = mort) > head(predict(m2, type='expected')) ## is this correct?numeric(0) from eha (the survival and rms packages are not an option for my 'real' question, since I have left-truncated right-censored data

Mike, On Sat, May 21, 2011 at 10:15 PM, Mike Harwood <harwood262 at gmail.com> wrote:> I am unsure what is being returned, and what is supposed to be > returned, when using 'predict' with "type='expected'" for an aftreg > survival model.I'm sorry, but there is no 'predict.aftreg'. The generic 'predict' "works" because aftreg objects have a secondary class 'coxph'. This is probably a mistake (or two) that should be corrected. Thanks, G?ran> The code below first generates a weibull ?model, then > uses predict to create a vector of the linear predictors, then > attempts to create the 'expected' vector, which is empty. ?The final > two steps in the code generate a lognormal model with the same data, > and the same empty 'expected' vector. > > My expectation had been that 'expected' would generate the same > transformed dependent variable output as predict with a survreg model > using type='response'. ?Since my 'real' data is left-truncated and > right-censored I cannot use survreg, and I wanted to investigate the > output from eha. > > Thanks in advance! > > Mike > >> data(mort) >> aftreg(Surv(enter, exit, event) ~ ses, data = mort) > Call: > aftreg(formula = Surv(enter, exit, event) ~ ses, data = mort) > > Covariate ? ? ? ? ?W.mean ? ? ?Coef Exp(Coef) ?se(Coef) ? ?Wald p > ses > ? ? ? ? ? lower ? ?0.416 ? ? 0 ? ? ? ? 1 ? ? ? ? ? (reference) > ? ? ? ? ? upper ? ?0.584 ? ?-0.348 ? ? 0.706 ? ? 0.089 ? ? 0.000 > > log(scale) ? ? ? ? ? ? ? ? ? ?3.603 ? ?36.698 ? ? 0.065 ? ? 0.000 > log(shape) ? ? ? ? ? ? ? ? ? ?0.331 ? ? 1.392 ? ? 0.058 ? ? 0.000 > > Events ? ? ? ? ? ? ? ? ? ?276 > Total time at risk ? ? ? ? 17038 > Max. log. likelihood ? ? ?-1391.3 > LR test statistic ? ? ? ? 16.1 > Degrees of freedom ? ? ? ?1 > Overall p-value ? ? ? ? ? 5.91578e-05 >> m1 <- aftreg(Surv(enter, exit, event) ~ ses, data = mort) >> head(predict(m1, type='lp')) ## produces output > ? ? ? ?1 ? ? ? ? 2 ? ? ? ? 3 ? ? ? ? 4 ? ? ? ? 5 ? ? ? ? 6 > -0.347853 ?0.000000 -0.347853 ?0.000000 ?0.000000 ?0.000000 >> head(predict(m1, type='expected')) ## is this correct? > numeric(0) >> m2 <- aftreg(Surv(enter, exit, event) ~ ses, dist='lognormal', data = mort) >> head(predict(m2, type='expected')) ## is this correct? > numeric(0) > > > from eha (the survival and rms packages are not an option for my > 'real' question, since I have left-truncated right-censored data > > ______________________________________________ > R-help at 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. >-- G?ran Brostr?m