[R] cch function and time dependent covariates

Terry Therneau therneau at mayo.edu
Thu Jun 12 15:25:39 CEST 2008


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In case cohort study, we can fit proportional hazard regression model to
case-cohort data. In R, the function is cch() in Survival package
Now I am working on case cohort analysis with time dependent covariates
using cch() of "Survival" R package. I wonder if cch() provide this utility
or not?
The cch() manual does not say if time dependent covariate is allowed
I know coxph() in Survival package can estimate time dependent covariates.
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  The cch function was added to the package by Breslow and Lumley, neither of 
which appears to be monitoring the list lately.  Since it claims to impliment 
the methods in Li and Therneau, and I don't know the cch code, let me suggest an 
alternate way to create your fit:
  Assume that your data set has the ususal coxph variables, including 
time-dependent covariates as multiple observations per subject using (start, 
stop) style, along with 2 other variables
  	id = a unique identifier per subject
  	case = 0 if the subject is a member of the random subcohort
  	       1 if the subject is a case (an event from outside the subcohort)
  	       
Then
   coxph(Surv(time1, time2, status) ~ x1 + x2+ .... + offset(-100*case) +
   	     cluster(id), data=mydata)
   	      	       
Will fit the case-cohort model.  This correctly allows for time-dependent 
covariates.  It corresponds to the "Self" method of cch.  
  Why -100?  It causes the case to have a relative weight of approx 0 in a 
particular weighted mean; exp(-100) is small enough and doesn't cause trouble 
for the exp function.   
  
  	Terry Therneau



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