[R] Different behavior of model.matrix between R 3.2 and R3.1.1

[Therneau, Terry M., Ph.D.]

Frank,
   I'm not sure what is going on.  The following test function works for me in both 3.1.1 
and 3.2, i.e, the second model matrix has fewer columns.  As I indicated to you earlier, 
the coxph code removes the strata() columns after creating X because I found it easier to 
correctly create the assign attribute.

   Can you create a worked example?

require(survival)
testfun <- function(formula, data) {
     tform <- terms(formula, specials="strata")
     mf <- model.frame(tform, data)

     terms2 <- terms(mf)
     strat <- untangle.specials(terms2, "strata")
     if (length(strat$terms)) terms2 <- terms2[-strat$terms]
     X <- model.matrix(terms2, mf)
     X
}

tdata <- data.frame(y= 1:10, zed = 1:10, grp = factor(c(1,1,1,2,2,2,1,1,3,3)))

testfun(y ~ zed*grp, tdata)

testfun(y ~ strata(grp)*zed, tdata)


Terry T.

----- original message --

For building design matrices for Cox proportional hazards models in the
cph function in the rms package I have always used this construct:

Terms <- terms(formula, specials=c("strat", "cluster", "strata"), data=data)
specials <- attr(Terms, 'specials')
stra    <- specials$strat
Terms.ns     <- Terms
      if(length(stra)) {
        temp <- untangle.specials(Terms.ns, "strat", 1)
        Terms.ns <- Terms.ns[- temp$terms]    #uses [.terms function
      }
X <- model.matrix(Terms.ns, X)[, -1, drop=FALSE]

The Terms.ns logic removes stratification factor "main effects" so that
if a stratification factor interacts with a non-stratification factor,
only the interaction terms are included, not the strat. factor main
effects. [In a Cox PH model stratification goes into the nonparametric
survival curve part of the model].

Lately this logic quit working; model.matrix keeps the unneeded main
effects in the design matrix.  Does anyone know what changed in R that
could have caused this, and possibly a workaround?


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