[R] Discrepancy in the regression coefficients for Cox regression - PBC data set

[David Winsemius]

There is a discussion in Appendix D.3 of "Modeling Survival Data" by  
Thereau and Grambsch regarding the differences in the datasets  
including the fact that "there was significantly more follow-up for  
many patients at the time this dataset was assembled". I do not see a  
material difference in the estimates.

-- 
David Winsemius, MD
Heritage Labs

On Nov 21, 2008, at 12:16 PM, Ravi Varadhan wrote:

> Hi,
>
> When I run the following Cox proportional hazards model on the Mayo  
> clinic's
> PBC data set (given in the "survival" package), the regression  
> coefficients
> do not agree with the results presented in Table 4.6.3 (p. 195) of  
> Fleming &
> Harrington's book.
>
> library(survival)
>
> data(pbc)
>
> ans.cox <- coxph(Surv(time, status) ~ log(bili) + log(alb) + age +
> log(protime) + edema)
>
> ans.cox
>
>> ans.cox <- coxph(Surv(time, status) ~ log(bili) + log(alb) + age +
> log(protime) + edema)
>> ans.cox
> Call:
> coxph(formula = Surv(time, status) ~ log(bili) + log(alb) + age +
>    log(protime) + edema)
>
>
>                coef exp(coef) se(coef)     z       p
> log(bili)     0.8975     2.453  0.08271 10.85 0.0e+00
> log(alb)     -2.4524     0.086  0.65707 -3.73 1.9e-04
> age           0.0382     1.039  0.00768  4.97 6.5e-07
> log(protime)  2.3458    10.442  0.77425  3.03 2.4e-03
> edema         0.6613     1.937  0.20595  3.21 1.3e-03
>
> Likelihood ratio test=234  on 5 df, p=0  n= 418
>>
>
> These coefficients, however, are significantly different (i.e. the
> differences can't be just attributed to round-off's) from that  
> reported in
> Table 4.6.3 (in the "Final model" column) of Fleming and Harrington  
> (p.
> 195).  The coefficients reported are: 0.8707, -2.533, 0.0394, 2.380,  
> 0.8592.
> Note the big difference for the "edema" variable.
>
> It seems like the data set considered in the book and that available  
> in
> "survival" package are the same (with n=418).
>
> I also re-ran the Cox PH model with the 2 "data-errors" discussed in  
> p.188
> of F&H, but still I could not match the results in Table 4.6.3.
>
> Is it possible that the results could be explained due to difference  
> in
> convergence during maximization of partial likelihood?
>
> Can anyone help me figure out why this diescrepancy exists?
>
> Thanks very much,
> Ravi.
> ----------------------------------------------------------------------------
> -------
>
> Ravi Varadhan, Ph.D.
>
> Assistant Professor, The Center on Aging and Health
>
> Division of Geriatric Medicine and Gerontology
>
> Johns Hopkins University
>
> Ph: (410) 502-2619
>
> Fax: (410) 614-9625
>
> Email: rvaradhan at jhmi.edu
>
> Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
>
>
>
> ----------------------------------------------------------------------------
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>
>
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