R help - Oct 2012 - Problems with coxph and survfit in a stratified model, with interactions

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On 10/14/2012 05:00 AM, r-help-request@r-project.org
wrote:
> I?m trying to set up proportional hazard model that is stratified with
> respect to covariate 1 and has an interaction between covariate 1 and
> another variable, covariate 2. Both variables are categorical. In the
> following, I try to illustrate the two problems that I?ve encountered,
using
> the lung dataset.
>
>
>
> The first problem is the warning:
>
>
>
> To me, it seems that there are too many dummies generated.
>
> The second problem is the error:
>
Please try to fix this in the future (Nabble issue?)

As to the problems: handling strata by covariate interactions turns out to be a
bit of a
pain in the posteriorin the survival code.  It would have worked, however, if
you had done
the following:
     fit <- coxph(Surv(time, status) ~ strata(cov1) * cov2, data=...)
or     ~ strata(cov1):cov2
or     ~ strata(cov1):cov2 + cov2

But by using
        ~ strata(cov1) + cov1:cov2

you fooled the program into thinking that there was no strata by covariate
interaction,
and so it did not follow the special logic necessary for that case.

  Second issue: The model.matrix function of R, common to nearly all the
modeling
functions (including coxph) tries to guess which dummy variables will be
redundant, and
thus can be removed from the X matrix before the fit.  Such an approach is
doomed to
failure.  I'm actually surprised at how often R guesses correctly, because
until a matrix
decomposition is actually performed the only thing possible is an informed
guess.  Your
particular case gives rise to a larger than usual number of NA coefs (redundant
columns),
but short of building your own X matrix by hand there isn't anything to be
done about it.
Just ignore them.

Terry Therneau


	[[alternative HTML version deleted]]

Many thanks for your very quick reply!  I tried replacing ?~ strata(cov1) +
cov1:cov2 ? with  ?~ strata(cov1):cov2 ?. As a result, I get an error
message saying that ?object 'cov1' not found?. I guess R refers to the
data
frame. Any idea how to fix the error? Complete code follows.

Best regards,
Roland



require(survival) 
data(lung) 
# 
lung$cov1 <- as.factor(lung$ph.ecog) 
lung$cov2 <- as.factor(lung$sex) 
levels(lung$cov1)[levels(lung$cov1)==0] <- "zero" 
levels(lung$cov1)[levels(lung$cov1)==1] <- "one" 
levels(lung$cov1)[levels(lung$cov1)==2] <- "two" 
levels(lung$cov1)[levels(lung$cov1)==3] <- "three" 
levels(lung$cov2)[levels(lung$cov2)==1] <- "male" 
levels(lung$cov2)[levels(lung$cov2)==2] <- "female" 
# 
df <- data.frame( 
  cov2=factor("female", levels = levels(lung$cov2)) 
) 
sCox <- coxph(Surv(time, status) ~ strata(cov1):cov2, data=lung) 
sfCox <- survfit(sCox,newdata=df) 



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