[R] predicting expected number of events using a coxph model

[peter dalgaard]

On Jul 2, 2012, at 19:27 , agittens wrote:

> 
> Peter Dalgaard-2 wrote
>> 
>>> I fit a coxph model:
>>> 
>>> coxphfit <- coxph(Surv(sampledLifetime, !sampledCensoredQ) ~  curpbc6  +
>>> prevpbc6,  sampledTimeSeries)
>>> 
>>> Now I'm trying to predict the expected number of events using a new
>>> dataset.
>>> The documentation suggests that
>>> 
>>> coxPred <- predict(coxphfit, newdata = testTimeSeries, type="expected")
>>> 
>>> will do what I want, but I get the error
>>> 
>>> Error in model.frame.default(data = testTimeSeries, formula =
>>> Surv(sampledLifetime,  : 
>>> variable lengths differ (found for 'curpbc6')
>>> 
>>> when I do this. The dataframes sampledTimeSeries and testTimeSeries were
>>> constructed by taking rows from a larger dataframe, so they have the same
>>> data.
>>> 
>>> What am I doing incorrectly?
>> 
>> Most likely referring to a variable not in testTimeSeries. (I kind of
>> suspect that unlike predict.lm, predict.coxph does not ignore the left
>> hand side of formulas. Does testTimeSeries contain a sampledLifetime
>> column?)
>> 
> 
> No, I did not have the lifetime and censored data in the dataframe. 
> 
> Per your idea, I put the sampledLifetime and and sampledCensoredQ variables
> in the dataframe sampledTimeSeries and left the rest of the code the same.
> Now when I try with the new data set,
> 
> coxPred <- predict(coxphfit, newdata = testTimeSeries, type="expected")
> 
> I get different errors. If I use testTimeSeries without the lifetime and
> censor indicator columns (which shouldn't be required for prediction), then
> i get the same error as before.

I gather that type="expected" requires a follow-up time which the routine needs to get from somewhere. Presumably those columns _are_ required.

> If I put in these columns, then I get the
> error
> 
> Error in predict.coxph(coxphfit, newdata = testTimeSeries, type =
> "expected",  : 
>  object 'x' not found
> 

Do you have an "x" somewhere in your model specification? Otherwise, I'm out of clues. Perhaps try a traceback() or options(error=recover) and see where the error comes from.

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com