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

[Ravi Varadhan]

Hi David,

I did look at Appendix D.3 of T&G, but am not sure if the data set analyzed
in F&H and that attached with "survival" are different.  They both have
n=418 (312 from RCT and 106 observational).  

There is a major difference in the coefficient for "edema" 0.66 vs 0.86.  In
any case, the point is not whether the differences in coefficient affect
interpretation of the model, but to understand why there are differences in
the results.  

Best,
Ravi.


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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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-----Original Message-----
From: David Winsemius [mailto:dwinsemius at comcast.net] 
Sent: Friday, November 21, 2008 12:34 PM
To: Ravi Varadhan
Cc: r-help at r-project.org
Subject: Re: [R] Discrepancy in the regression coefficients for Cox
regression - PBC data set

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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