Terry Therneau
2011-Nov-14 12:59 UTC
[R] Enquiry about 2nd-order interactions survival analysis
David's answers were correct. You are looking deep into the code when there is no reason to to so. 1. h(t|(X=x,Z=z)) = exp(Beta0 + XZBeta1) Most statisticians will tell you that this is an unwise model. The reason is that if you replace X with "X+1" the fit changes, which is almost never desirable. What if someone coded your dummy variable as 1/0 instead of 0/1 -- wouldn't you want to get the same fit Therefore the default in R for the model lm(y ~ x*z) is to fit y = b0 + b1 x + b2 z + b3 xz You can get exactly the model you specify as lm(y ~ x:z), or as temp <- x*z; lm(y ~ temp) Statistically, this is almost surely a mistake. 2. The model formulas work across packages. I used lm() above, but survreg is no different. Formula processing is done by the model.matrix() function, which survreg, lm, glm, .... all call. My C code is all downstream of this, and irrelevant to your question. Terry T On Sun, 2011-11-13 at 14:39 +0800, Kenji Ryusuke wrote:> Dr Terry Therneau, > > Firstly I do apologize upon unsolicited email. I know about Dr Terry > through R package "survival" and alot of your papers. > > As we know Equation(1) is a normal parametric survival analysis, I'ld > like to modify it to be a 2nd-order interactions as in Equation(2) :- > h(t|X=x) = exp(Beta0 + XBeta1) ------- (1) > h(t|(X=x,Z=z)) = exp(Beta0 + XZBeta1) ------ (2) > > Where x and z are two covariates: > x = dummy variable (1 or 0) > z = factors (people name) > > I would like to modify survreg() to be a second-order interactions > regression while there is no 2nd-order interactions survival > regression as I searched over rseek.org. I tried to read through > the codes of survreg(), but I am 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) > > I do appreciate if Dr Terry willing to enlighten me. > Thank you. > > > Best, > Ryusuke