[R] ID parameter in model

Mike Harwood harwood262 at gmail.com
Mon May 2 17:38:02 CEST 2011


Hello,

I am apparently confused about the use of an id parameter for an event
history/survival model, and why the EHA documentation for aftreg does
not specify one.  All assistance and insights are appreciated.

Attempting to specifiy an id variable with the documentation example
generates an "overlapping intervals" error, so I sorted the original
mort dataframe and set subsequent entry times an id to the previous
exit time + 0.0001.  This allowed me to see the affect of the id
parameter on the coefficients and significance tests, and prompted my
question.  The code I used is shown below, with the results at the
bottom.  Thanks in advance!

Mike

head(mort) ## data clearly contains multiple entries for some of the
dataframe ids

no.id.aft <- aftreg(Surv(enter, exit, event) ~ ses, data = mort)  ##
Inital model
id.aft <- aftreg(Surv(enter, exit, event) ~ ses, data = mort, id=id)
## overlapping intervals error

mort.sort <- ## ensure records ordered
    mort[
        order(mort$id, mort$enter),]

## remove overlap
for (i in 2:nrow(mort.sort)){
     if (mort.sort[i,'id'] == mort.sort[i-1,'id'])
         mort.sort[i,'enter'] <- mort.sort[i-1, 'exit'] + 0.0001
        }

no.id.aft.sort <- aftreg(Surv(enter, exit, event) ~ ses, data =
mort.sort) ## initial model on modified df
id.aft.sort <- aftreg(Surv(enter, exit, event) ~ ses, id=id, data =
mort.sort) ## with id parameter


#=== output ===========#
> no.id.aft.sort
Call:
aftreg(formula = Surv(enter, exit, event) ~ ses, data = mort.sort)

Covariate          W.mean      Coef Exp(Coef)  se(Coef)    Wald p
ses
           lower    0.416     0         1           (reference)
           upper    0.584    -0.347     0.707     0.089     0.000

log(scale)                    3.603    36.704     0.065     0.000
log(shape)                    0.331     1.393     0.058     0.000

Events                    276
Total time at risk         17045
Max. log. likelihood      -1391.4
LR test statistic         16.1
Degrees of freedom        1
Overall p-value           6.04394e-05
> id.aft.sort
Call:
aftreg(formula = Surv(enter, exit, event) ~ ses, data = mort.sort,
    id = id)

Covariate          W.mean      Coef Exp(Coef)  se(Coef)    Wald p
ses
           lower    0.416     0         1           (reference)
           upper    0.584    -0.364     0.695     0.090     0.000

log(scale)                    3.588    36.171     0.065     0.000
log(shape)                    0.338     1.402     0.058     0.000

Events                    276
Total time at risk         17045
Max. log. likelihood      -1390.8
LR test statistic         17.2
Degrees of freedom        1
Overall p-value           3.3091e-05
>



More information about the R-help mailing list