[R] some question about partial prediction in survival
Thomas Lumley
tlumley at u.washington.edu
Mon Oct 15 17:09:18 CEST 2007
On Sun, 14 Oct 2007, coldeyes.Rhelp wrote:
> Hi there:
> i got a problem to get the prediction from a model recently. for
> example if i use a survival analysis to predict the risk. i use the code
> like below: i found the the prediction is not equal to (coef * x + coef
> * sex) , could someone help me with why this happened?
The intercept is not identifiable in a Cox model, and the code takes
advantage of this to center the variables. The predicted values are the
values you expected, minus the mean.
For the example in ?predict.coxph
R> fit<-coxph(Surv(time,status)~x,data=aml)
R> predict(fit)
1 2 3 4 5 6 7
-0.4776692 -0.4776692 -0.4776692 -0.4776692 -0.4776692 -0.4776692 -0.4776692
8 9 10 11 12 13 14
-0.4776692 -0.4776692 -0.4776692 -0.4776692 0.4378634 0.4378634 0.4378634
15 16 17 18 19 20 21
0.4378634 0.4378634 0.4378634 0.4378634 0.4378634 0.4378634 0.4378634
22 23
0.4378634 0.4378634
R> sum(predict(fit))
[1] 7.21645e-16
R> a<-coef(fit)*(aml$x=="Nonmaintained")
R> a-mean(a)
[1] -0.4776692 -0.4776692 -0.4776692 -0.4776692 -0.4776692 -0.4776692
[7] -0.4776692 -0.4776692 -0.4776692 -0.4776692 -0.4776692 0.4378634
[13] 0.4378634 0.4378634 0.4378634 0.4378634 0.4378634 0.4378634
[19] 0.4378634 0.4378634 0.4378634 0.4378634 0.4378634
> and can someone
> explain to me how this command "predict(f, type="terms")" works? is
> every partial prediction equal to coef*x=predict(f,type="terms")[,1] and
> coef*sex=predict(f,type="terms")[,2]? it looks like they did not match.
> however
> "predict(f)=predict(f,type="terms")[,1]+predict(f,type="terms")[,2]"
The same thing happens here. Each column of predict(,type="terms") sums to
zero. In this case it is the same behaviour as lm() and glm().
-thomas
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