Dear John,
It's not clear to me exactly what you have in mind, but
car::linearHypothesis(), multcomp::glht(), and the emmeans package work
with Cox models. I expect there are functions in other packages that
will work too.
Here's an example, surely simpler than what you have in mind, but you
can probably adapt it:
------------------ snip -----------------
> library("survival")
> library("car")
Loading required package: carData
> mod.allison <- coxph(Surv(week, arrest) ~
+ fin + age + race + wexp + mar + paro + prio,
+ data=Rossi)
> mod.allison
Call:
coxph(formula = Surv(week, arrest) ~ fin + age + race + wexp +
mar + paro + prio, data = Rossi)
coef exp(coef) se(coef) z p
finyes -0.37942 0.68426 0.19138 -1.983 0.04742
age -0.05744 0.94418 0.02200 -2.611 0.00903
raceother -0.31390 0.73059 0.30799 -1.019 0.30812
wexpyes -0.14980 0.86088 0.21222 -0.706 0.48029
marnot married 0.43370 1.54296 0.38187 1.136 0.25606
paroyes -0.08487 0.91863 0.19576 -0.434 0.66461
prio 0.09150 1.09581 0.02865 3.194 0.00140
Likelihood ratio test=33.27 on 7 df, p=2.362e-05
n= 432, number of events= 114
>
> linearHypothesis(mod.allison, "finyes")
Linear hypothesis test
Hypothesis:
finyes = 0
Model 1: restricted model
Model 2: Surv(week, arrest) ~ fin + age + race + wexp + mar + paro + prio
Res.Df Df Chisq Pr(>Chisq)
1 426
2 425 1 3.9306 0.04742 *
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
>
> library("multcomp")
Loading required package: mvtnorm
Loading required package: TH.data
Loading required package: MASS
Attaching package: ?TH.data?
The following object is masked from ?package:MASS?:
geyser
> summary(glht(mod.allison, "finyes=0"))
Simultaneous Tests for General Linear Hypotheses
Fit: coxph(formula = Surv(week, arrest) ~ fin + age + race + wexp +
mar + paro + prio, data = Rossi)
Linear Hypotheses:
Estimate Std. Error z value Pr(>|z|)
finyes == 0 -0.3794 0.1914 -1.983 0.0474 *
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
(Adjusted p values reported -- single-step method)
>
> library(emmeans)
> pairs(emmeans(mod.allison, ~ fin))
contrast estimate SE df z.ratio p.value
no - yes 0.379 0.191 Inf 1.983 0.0474
------------------ snip -----------------
Results are averaged over the levels of: race, wexp, mar, paro
Results are given on the log (not the response) scale.
John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
web: https://socialsciences.mcmaster.ca/jfox/
On 2021-04-05 11:28 p.m., Sorkin, John wrote:> I would like to define contrasts on the output of a coxph function. It
appears that the contrast function from the contrast library does not have a
method defined that will allow computation of contrasts on a coxph object.
>
> How does one define and evaluate contrasts for a cox model?
>
> Thank you,
> John
>
> John David Sorkin M.D., Ph.D.
> Professor of Medicine
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology and
Geriatric Medicine
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
>
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