[R] rms::cr.setup and Hmisc::fit.mult.impute

[Christian Lerch]

I have fitted a proportional odds model, but would like to compare it to 
a continuation ratio model. However, I am unable to fit the CR model 
_including_ imputated data.
I guess my troubles start with settuping the data for the CR model.
Any hint is appreciated!

Christian


library(Hmisc)
library(rms)
library(mice)
## simulating data (taken from rms::residuals.lrm)
set.seed(1)
n   <- 400
age <- rnorm(n, 50, 10)
blood.pressure <- rnorm(n, 120, 15)
L <- .05*(age-50) + .03*(blood.pressure-120)
p12 <- plogis(L)
p2  <- plogis(L-1)
p   <- cbind(1-p12, p12-p2, p2)
cp  <- matrix(cumsum(t(p)) - rep(0:(n-1), rep(3,n)), byrow=TRUE, ncol=3)
y <- (cp < runif(n)) %*% rep(1,3)
y <- as.vector(y)

## generating missing data
age[1:40]<-NA
blood.pressure[30:70]<-NA

## multiple imputation using mice::mice
d <- as.matrix(cbind(y, age, blood.pressure))
imp <- mice(d,seed=123)

## some cleanup
rm(y, age, blood.pressure)
d <-as.data.frame(d)

## proportional odds model
b<-fit.mult.impute(y~age+blood.pressure, lrm, xtrans=imp, data=d)

## continuation ratio model
attach(d)
u <- cr.setup(y)
detach(d)
attach(d[u$subs,])
y <-u$y
cohort<-u$cohort

c <- lrm(y~cohort*(age+blood.pressure))

## CR model with imputed data
q <- fit.mult.impute(y~cohort*(age+blood.pressure), lrm, xtrans=imp)

Error in model.frame.default (formula = formula, data = completed.data, :
   variable length differ (found for 'cohort')