[R] (Censboot, Z-score, Cox) How to use Z-score as the statistic within censboot?

Frank E Harrell Jr f.harrell at vanderbilt.edu
Mon Aug 6 17:56:09 CEST 2007

```David Lloyd wrote:
> Dear R Help list,
>
> My question is regarding extracting the standard error or Z-score from a
> cph or coxph call. My Cox model is: -
>
> modz=cph(Surv(TSURV,STATUS)~RAGE+DAGE+REG_WTIME_M+CLD_ISCH+POLY_VS,
> data=kidneyT,method="breslow", x=T, y=T)

You are assuming linearity for all predictors, which is unlikely.  When
you expand predictors into multiple parameters to allow for
nonlinearity, or when you have factors with >2 levels, individual
P-values will be meaningless.  You can get all Wald multiple d.f. test
stats and P-values by saving the result of anova(modz) using
anova.Design, which creates a matrix.

Frank

>
> I've used names(modz) but can't see anything that will let me extract
> the Z scores for each coefficient or the standard errors in the same way
> one can use coef (modz).
>
> I need to get either the se or Zscore as I am hoping to be able to use
> the Zscore within a statistic function used in censboot. I wish to find
> the proportion of times each of the variables in the cox model are
> significant out of the R=1000 bootstrap resamples.
>
> My current function for us with the bootstrap only gives me the
> coefficients: -
>
> func=function(kidneyT,indices)
> {
>
> kidneyT=kidneyT[indices,]
> modz=coxph(Surv(TSURV,STATUS)~RAGE+DAGE+REG_WTIME_M+CLD_ISCH+POLY_VS,dat
> a=kidneyT,method="breslow")
>
> coefficients(modz)
>
> }
>
>
> I would like to be able to modify the following code so modz.cens.boot\$t
> below gives me an array of the Z-scores for each variable and each
> resample - not the coefficients
>
> modz.cens.boot=censboot(kidneyT, func,R=1000,sim="ordinary")
> modz.cens.boot
>
>
> I hope this is clear enough? I'm still getting to terms with the
> Bootstrap, having only just started trying to use it a few days ago.
>
> Any help on this would clear a massive headache for me as I've been
> going around in circles for hours and hours on this.
>
> Thx
>
> DaveL
>
>
>
>
>
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