[R] Joint confidence interval for fractional polynomial terms

[Frank Harrell]

Good.  If you are using linux/unix I can send you the new version now,
otherwise I hope to submit to CRAN in about 10 days.  Do note that most
people plot pointwise confidence intervals in this setting, but I think that
simultaneous confidence bands do have advantages.
Frank

Eleni Rapsomaniki-3 wrote
> 
> Dear Professor Harrell,
> 
> Once again thank you for your helpful reply. I could use rcs instead, so I
> look forward to your latest rms release (soon I hope?)
> Initially I favoured fractional polynomials thinking that the model would
> be easier to present, but now I see that with either method unless one
> plots the fitted function results are just as hard to interpret. That's
> why the simultaneous CI plot will be very useful.
> 
> Eleni
> 
>> On Jan 9, 2012, at 8:45 AM, "Eleni Rapsomaniki" <e.rapsomaniki at .ac>
>> wrote:
>>
>>> Dear R users,
>>>
>>> The package 'mfp' that fits fractional polynomial terms to predictors.
>>> Example:
>>> data(GBSG)
>>> f <- mfp(Surv(rfst, cens) ~ fp(age, df = 4, select = 0.05)
>>>                 + fp(prm, df = 4, select = 0.05), family = cox, data =
>>> GBSG)
>>> print(f)
>>>
>>> To describe the association between the original predictor, eg. age and
>>> risk for different values of age I can plot it the polynomials and
>>> fitted
>>> coefficients as:
>>>
>>> plot(0.407*I((age/100)^-2) + -4.96*I((age/100)^-0.5) ~ age, GBSG)
>>>
>>> But I can't work out how to get a 95% confidence interval for this
>>> curve... Any suggestions? I could bootstrap it, but is there a
>>> mathematical solution?
>>>
>>> Many thanks
>>> Eleni Rapsomaniki
>>> Medical Statistician
>>> UCL, London
>>>
>>> ______________________________________________
>>> R-help@ mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
> 
> ______________________________________________
> R-help@ mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 


-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
--
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