[R] case weights-coxph (solved)

[Peter Dalgaard BSA]

Nicholas Lewin-Koh <kohnicho at comp.nus.edu.sg> writes:

> Hi,
> The following function does work
> 
> optimize.W<-function(W,k,G,Groups,cph.call,z){
>   n<-length(Groups)
>   grp.wt<-rep(0,n)
>   for(i in 1:(length(G))){
>     ind<-Groups == G[i]
>     if(G[i]!=k){
>       grp.wt[ind]<-W[i]
>     }
>     elsegrp.wt[ind]<-1
>   }
>   z<-data.frame(cbind(z,grp.wt=grp.wt)) #needed to make the case weights
>                                         #part of the data frame
>   mod<-coxph(cph.call,z,grp.wt,na.action=na.omit,singular.ok=T)
>   sum(mod$residuals^2)
> }
> 
> I wouldn't call this a bug, but shouldn't the case weights be a separate
> vector if the user so desires?

It's a side effect of the new model environment concept, combined with
the fact that certain arguments like weight have non-standard
evaluation rules. These arguments are evaluated in the data frame
enclosed by the model environment - which is generally the environment
where you defined the model formula. 

As things are implemented currently, your solution is probably the
best one (z$grp.wt <- grp.wt might be more efficient though). Another
one would be to defeat the nonstandard evaluation with stuff like

eval(substitute(
        coxph(cph.call,z,w,na.action=na.omit,singular.ok=T),
   list(w=grp.wt)))

which I'll be the first to admit is horrendously ugly but avoid's the
copying implied by adding variables to z.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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