[R] bootstrapped cox regression (rms package)

Frank Harrell f.harrell at vanderbilt.edu
Fri Nov 30 21:26:13 CET 2012


It will be crucial to know the details of the test statistic and P-value
calculations from SPSS.  It's also running anova on both the bootcov and the
original fits to see if SPSS is ignoring the bootstrap when computing the
covariance matrix.
Frank

Eric Claus wrote
> Hi Frank,
> My apologies for not posting the entire script - I have repasted it below.
> 
> library(rms)
> library(foreign)
> temp=read.spss('coxdata.sav', to.data.frame=T)
> 
> formula=Surv(months, recidivate) ~ fac1 + fac2 + fac3 + fac4 + fac5 + fac6
> + fac7 + fac8 
> fit=cph(formula, data=temp, x=T, y=T) 
> val.out=validate(fit, method="boot", B=9999, bw=F, type="residual",
> sls=0.05, aics=0,force=NULL, estimates=TRUE, pr=FALSE) 
> out=bootcov(fit, B=9999, pr=F, coef.reps=T, loglik=F) 
> anova(out) 
> 
>  Factor   Chi-Square d.f. P     
> fac1  0.27       1    0.6055 
> fac2  0.20       1    0.6514 
> fac3  0.01       1    0.9338 
> fac4  0.05       1    0.8311 
> fac5  1.06       1    0.3036 
> fac6  0.33       1    0.5647 
> fac7  0.81       1    0.3670 
> fac8  0.30       1    0.5832 
>  TOTAL   1.48       8    0.9930 
> 
> for (i in 1:8) {
> print(quantile(out$boot.Coef[,i], c(.025, .975)))
> }
> 
>     2.5%     97.5% 
> -9.236751 20.772061 
>      2.5%     97.5% 
> -8.841030  3.094755 
>      2.5%     97.5% 
> -1.834436  2.161983 
>       2.5%      97.5% 
> -0.1800666  0.0871867 
>       2.5%      97.5% 
> -3.2129636  0.4783566 
>        2.5%       97.5% 
> -0.04157389  0.07130994 
>       2.5%      97.5% 
> -0.6415962  0.1001843 
>        2.5%       97.5% 
> -0.01529467  0.21055259 
> 
> Again, the SPSS output I am trying to match is here:
> variable low CI high CI p-value 
> fac1 -8.474 20.020 .456 
> fac2 -8.206 3.093 .524 
> fac3 -1.829 2.087 .900 
> fac4 -.173 .083 .749 
> fac5 -2.945 .450 .143 
> fac6 -.035 .070 .306 
> fac7 -.626 .092 .189 
> fac8 -.017 .203 .247 
> 
> In looking through the SPSS syntax, my colleague is using SIMPLE
> resampling, which is doing sampling with replacement from the original
> data set.  9999 bootstrap replications are being used, the same as what I
> have used in the bootcov command.  The piece of the SPSS output that is
> not clear is the generation of p-values from the distribution of parameter
> estimates; spss appears to be testing the parameter estimate from the
> original cox regression, but the method of testing that parameter is not
> clear.  
> 
> Eric





-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
View this message in context: http://r.789695.n4.nabble.com/bootstrapped-cox-regression-rms-package-tp4651306p4651493.html
Sent from the R help mailing list archive at Nabble.com.




More information about the R-help mailing list