[R] Error in using coxph()

[Göran Broström]

On Sun, May 16, 2004 at 02:25:07PM +0200, Peter Dalgaard wrote:
> Prof Brian Ripley <ripley at stats.ox.ac.uk> writes:
> 
> > Note you said you used 1-F but the output said you used F. You also say
> > `1-F is a vector of '0's' so I think you may have declared that all
> > observations are right-censored.  (NB if you give Surv an event vector of
> > all 1's it is ambiguous, so don't do this.)
> 
> Actually, it *is* documented that this is interpreted as "all-died"
> and the advice in ?Surv is just to avoid 1/2 coding if all data are
> censored. It's a bit puzzling that we don't allow explicit
> disambiguation (e.g., by passing the event as a two-level factor),
> though.

But note the following:

>  library(survival)

> enter <- c(0,0,0)
> exit <- c(1,2,3)
> event <- c(0,0,0)
> x <- c(1,0,1)
> coxph(Surv(exit, event) ~ x)
Call:
coxph(formula = Surv(exit, event) ~ x)


  coef exp(coef) se(coef)   z   p
x    0         1        0 NaN NaN

Likelihood ratio test=0  on 1 df, p=1  n= 3 
Warning message: 
Ran out of iterations and did not converge in: 
fitter(X, Y, strats, offset, init, control, weights = weights,  

But:

> coxph(Surv(enter, exit, event) ~ x)
Error in fitter(X, Y, strats, offset, init, control, weights = weights,  : 
        Can't fit a Cox model with zero failures

This is the kind of message we want (before this check was introduced,
coxph crashed (segfault) if there were no events).

Recommendation 1: Give 'Surv' three arguments! (time, time2, event)

Recommendation 2: 'event' should be a logical, with 'FALSE' = 'censored'.
Meaning that if event is numeric, '0' = 'censored', anything else is an
event. This is advantageous when you have data with several types of
events. For instance, event = 0: censored, event = 1: death of cause 1,
event = 2: death of cause 2. Then you can (i) use event as is for total
mortality, (event == x) for for cause-specific mortality, x = 1, 2.  

You can get this behaviour now by using (event != 0) for total mortality,
of course.

Göran

> -- 
>    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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-- 
 Göran Broström                    tel: +46 90 786 5223
 Department of Statistics          fax: +46 90 786 6614
 Umeå University                   http://www.stat.umu.se/egna/gb/
 SE-90187 Umeå, Sweden             e-mail: gb at stat.umu.se