similar to: Cox regression

Displaying 20 results from an estimated 500 matches similar to: "Cox regression"

2008 Aug 06
1
Variance-covariance matrix for parameter estimates
Dear All, I am currently working with the coxph function within the package survival. I have the model h_ij = h_0(t) exp(b1x1 + b2x2) where the indicator variables are as follows: x1 x2 VPS 0 0 LTG 1 0 TPM 0 1 [[alternative HTML version deleted]]
2012 May 02
1
coxph reference hazard rate
Hi, In the following results I interpret exp(coef) as the factor that multiplies the base hazard rate if the corresponding variable is TRUE. For example, when the bucket is ks008 and fidelity <= 3, then the rate, compared to the base rate h_0(t), is h(t) = 0.200 h_0(t). My question is then, to what case does the base hazard rate correspond to? I would expect the reference to be the first
2012 Jul 06
1
How to compute hazard function using coxph.object
My question is, how to compute hazard function(H(t)) after building the coxph model. I even aware of the terminology that differs from hazard function(H(t)) and the hazard rate(h(t)). Here onward I wish to calculate both. Here what I have done in two different methods; ##########################################################################################
2003 Sep 15
1
question regarding ks.test()
Hi, I'm using the ks.test() on two vectors. I looked up the reference and also coded up a version of the two sample Smirnov test. My question is that how can I decide from the output of R that the two vectors x & y come from the same distribution? Am I correct in assuming that smaller D values indicate that they come from the same distribution? In addition how can I use the p value that
2009 May 31
1
Bug in truncgof package?
Dear R-helpers, I was testing the truncgof CRAN package, found something that looked like a bug, and did my job: contacted the maintainer. But he did not reply, so I am resending my query here. I installed package truncgof and run the example for function ad.test. I got the following output: set.seed(123) treshold <- 10 xc <- rlnorm(100, 2, 2) # complete sample xt <- xc[xc >=
2006 May 21
3
normality testing with nortest
I don't know from the nortest package, but it should ***always*** be the case that you test hypotheses H_0: The data have a normal distribution. vs. H_a: The data do not have a normal distribution. So if you get a p-value < 0.05 you can say that ***there is evidence*** (at the 0.05 significance level) that the data are not from a normal distribution. If the nortest package does
2007 Aug 05
0
null hypothesis for two-way anova
Dear R community, Confused by some of my lab results I ask for the definition of the null hypothesis of a two-way analysis of variance in R (anova() and aov()). Starting with the following model y = a_i + b_j , i in A and j in B is the tested null hypothesis H_0: a_i = 0 for all i in A or H_0: a_m = a_n for any m and n in A? Consequently the same questions for interaction effects.
2010 Nov 13
2
interpretation of coefficients in survreg AND obtaining the hazard function for an individual given a set of predictors
Dear R help list, I am modeling some survival data with coxph and survreg (dist='weibull') using package survival. I have 2 problems: 1) I do not understand how to interpret the regression coefficients in the survreg output and it is not clear, for me, from ?survreg.objects how to. Here is an example of the codes that points out my problem: - data is stc1 - the factor is dichotomous
2003 Aug 28
2
ks.test()
Dear All I am trying to replicate a numerical application (not computed on R) from an article. Using, ks.test() I computed the exact D value shown in the article but the p-values I obtain are quite different from the one shown in the article. The tests are performed on a sample of 37 values (please see "[0] DATA" below) for truncated Exponential, Pareto and truncated LogNormal
2006 Nov 08
2
interprete wilcox.test results
Dear All, I am using wilcox.test to test two samples, data_a and data_b, earch sample has 3 replicates, suppose data_a and data_b are 20*3 matrix. Then I used the following to test the null hypothesis (they are from same distribution.): wilcox.test(x=data_a, y=data_b, alternative="g") I got pvalue = 1.90806170863311e-09. When I switched data_a and data_b by doing the following:
2006 Nov 07
1
gamm(): nested tensor product smooths
I'd like to compare tests based on the mixed model representation of additive models, testing among others y=f(x1)+f(x2) vs y=f(x1)+f(x2)+f(x1,x2) (testing for additivity) In mixed model representation, where X represents the unpenalized part of the spline functions and Z the "wiggly" parts, this would be: y=X%*%beta+ Z_1%*%b_1+ Z_2%*%b_2 vs y=X%*%beta+ Z_1%*%b_1+ Z_2%*%b_2 + Z_12
2000 Jun 06
1
Binary file input to R
I suspect that the recent queries about reading database files into R implicitely answered my question here, but I'll ask anyway. Are there any native binary file read routines in R? I need to a binary data file consisting of 2 byte records, strip off the upper 6 bits (using a logical AND, leaving a ten bit word), and then write the ten bit number in text form for R. Assuming that R
2000 Oct 02
2
binom.test bug?
R. 1.1.0 The example below is self explanatory. ## 1 ## # works fine > binom.test((50*.64),50,.5,alt='g') ... Exact binomial test ... ## 2 ## # WHAT ! ? > binom.test((50*.65),50,.5,alt='g') Error in binom.test((50 * 0.65), 50, 0.5, alt = "g") : x must be an
2010 Nov 15
1
interpretation of coefficients in survreg AND obtaining the hazard function
1. The weibull is the only distribution that can be written in both a proportional hazazrds for and an accelerated failure time form. Survreg uses the latter. In an ACF model, we model the time to failure. Positive coefficients are good (longer time to death). In a PH model, we model the death rate. Positive coefficients are bad (higher death rate). You are not the first to be confused
2005 Nov 30
2
R binomial RNG stuck at 1 via Fortran call
Hi, I have some trouble with the result of a fortran function calling the R binomial RNG: The C function rbinom is wrapped as in the file attached. My main fortran program starts as call rndstart() and ends as call rndend() I happen to call the binomial RNG within a loop as b = ggrbinom(1.d0,0.5d0) write(*,*) 'b=',b In certain cases, after a few iterations in the loop, b get
2002 Nov 28
3
Running R away from windows (to Linux)
I want to migrate my R workspace databases (e.g., .Rdata) from Windows to Linux. The R help file for "save" says that "[a]ll R platforms use the XDR representation of binary objects in binary save-d files, and these are portable across all R platforms." Is it is simple as that? Copy the Windows .Rdata file to the Linux .ext3 file system? Thanks, Derek Derek N. Eder
2001 Mar 28
1
Returning position of mouse cursor (without button press) ?
I would like a function that return the X,Y position of the mouse cursor whenever it is called PERIOD, i.e., without the button presses of locator() or identify(). E.G., > where.is.mouse() [1] 123 34 # X and Y coordinates of present mouse position in current graphics window Is this a conceivable R function or does it need to be addressed with a call to the OS (Windows 2000 in my case)?
2005 Jun 09
1
Prediction in Cox Proportional-Hazard Regression
He, I used the "coxph" function, with four covariates. Let's say something like that > model.1 <- coxph(Surv(Time,Event)~X1+X2+X3+X4,data=DATA) So I obtain the 4 coefficients B1,B2,B3,B4 such that h(t) = h0(t) exp(B1*X1+ B2*X2 + B3*X3 + B4*X4). When I use the function on the same data > predict.coxph(model.1,type="lp") how it works in making the prediction?
2010 May 21
1
Time dependent Cox model
> ... interactions between covariables and time. A model such as "coxph(Surv(ptime, pstat) ~ age + age*ptime, ...." is invalid -- it is not at all what you think. If cph flags this as an error that is a good thing: I should probably add the same message to coxph. > Is is somewhat sensible to use cox.zph() to investigate which variables need time interaction... The cox.zph
2002 May 15
1
Fwd: Re: Combining many dataframes from listings of objects?
> I want to combine (rbind) many dataframes into a single data frame, but "automatically" > specifying the names of the dataframes as listing of object names. > E.g., combine these 18 df objects into one big df using something conceptually like this : > rbind(objects(pattern="*.df")) Brian Ripley suggested that something along the lines of: