[R] Design Survplot performance

Frank Harrell f.harrell at vanderbilt.edu
Thu Jul 21 20:39:56 CEST 2011

Replace the soon-to-be Design with rms.

Specify surv=TRUE to cph so that approximate rather than fully correct
standard errors will be computed by survplot/survest.

christopher.a.hane wrote:
> Hi,
> I have a Cox PH model that's large for my server, 120K rows, ~300 factors
> with 3 levels each, so about 1000 columns. The 300 factors all pass a
> preliminary test of association with the outcome. Solving this with cph
> from
> Design takes about 3 hours. I have created the fit with x=T, y=T to save
> the
> model data.
> I want to validate the PH assumption by calling  survplot(fit, gender=NA,
> logt=TRUE, loglog=TRUE) for many of the factors (here gender is one column
> name).  Just creating this one plot takes 40m.
> I'd be happy to sample from the fitted model to create these tests, or
> figure out another way to check assumptions in the model.
> Has anyone done something similar, or have other suggestions for tests
> that
> scale better?
> thanks.
> 	[[alternative HTML version deleted]]
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Frank Harrell
Department of Biostatistics, Vanderbilt University
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