[R] R: net reclassification index after Cox survival analysis

petretta at unina.it petretta at unina.it
Thu Nov 8 13:39:12 CET 2012


Many thanks for Your time.

M.P.

>
> On Nov 7, 2012, at 9:59 AM, petretta at unina.it wrote:
>
>> Thanks to David Winsemius for the replay. i use the latest update of
>> Hmisc package and I try as reported in the example:
>>
>> set.seed(1)
>> library(survival)
>> x1 <- rnorm(400)
>> x2 <- x1 + rnorm(400)
>> d.time <- rexp(400) + (x1 - min(x1))
>> cens <- runif(400,.5,2)
>> death <- d.time <= cens
>> d.time <- pmin(d.time, cens)
>> rcorrp.cens(x1, x2, Surv(d.time, death))
>>
>> but to me it appears that NRI and IDi are not reported in the results:
>>
>> Dxy               S.D. x1 more concordant x2 more concordant
>>     -8.212107e-02       1.370738e-01       4.589395e-01
>> 5.410605e-01
>>                 n            missing         uncensored     Relevant
>> Pairs
>>      4.000000e+02       0.000000e+00       1.100000e+01
>> 4.262000e+03
>>         Uncertain               C X1               C X2             Dxy
>> X1
>>      1.553380e+05       9.920225e-01       9.258564e-01
>> 9.840450e-01
>>            Dxy X2
>>      8.517128e-01
>
> The NRI is not reported but an equivalent measure is. As far as getting
> output that is labeled the way you expect it, I also looked at the
> PredictABEL::reclassification function help page:
>
> "The function also computes continuous NRI, which does not require any
> discrete risk categories and relies on the proportions of individuals with
> outcome correctly assigned a higher probability and individuals without
> outcome correctly assigned a lower probability by an updated model
> compared with the initial model."
>
> I think that is essentiality what rcorrp.cens is providing, just not with
> the labels you expected.
>
> " The function requires predicted risks estimated by using two separate
> risk models. Predicted risks can be obtained using the
> functionsfitLogRegModel and predRisk or be imported from other methods or
> packages."
>
> So it would seem that you could use results from any censored survival
> models that had a predict method.
>
> --
> David.
>
>
>>
>> but only after:
>>
>> #rcorrp.cens(x1, x2, y) ## no censoring
>> set.seed(1)
>> x1 <- runif(1000)
>> x2 <- runif(1000)
>> y <- sample(0:1, 1000, TRUE)
>> rcorrp.cens(x1, x2, y)
>> improveProb(x1, x2, y)
>>
>> thus censoring not allowed. Or I'm in error?
>>
>> Many thanks
>>
>> David Winsemius <dwinsemius at comcast.net> ha scritto:
>>
>>>
>>> On Nov 7, 2012, at 6:54 AM, petretta at unina.it wrote:
>>>
>>>> Dear all,
>>>>
>>>> I am interested to evaluate reclassification using net
>>>> reclassification improvement and Integrated Discrimination Index IDI
>>>> after
>>>> survival analysis (Cox proportional hazards using stcox). I search a R
>>>> package or a R code that specifically addresses the categorical NRI
>>>> for
>>>> time-to-event data in the presence of censored observation and, if
>>>> possible, at different follow-up time points.
>>>> I know that the ‘PredictABEL’ Package contains functions for NRI
>>>> and IDI
>>>> calculation but it is unclear for me if it allows censored
>>>> observation.
>>>> Package ‘survIDINRI’ calculates only continuous NRI and the
>>>> function of
>>>> Package ‘Hmisc’[#rcorrp.cens(x1, x2, y) ##] is only for no
>>>> censored
>>>> observations.
>>>
>>> ???. Doesn't its name , 'rcorrp.cens' suggest otherwise? Not to mention
>>> its description int the Hmisc Index: "Rank Correlation for Paired
>>> Predictors with a Possibly Censored Response, and Integrated
>>> Discrimination Index". rcoop.cens is a fairly recent addition to Hmisc
>>> and I am looking at Hmisc version 3.10-1. If you are looking at a
>>> version that is a couple of years old, you may be seeing something
>>> different. The argument list you list looks like the one for
>>> improveProb(), which does not appear to handle censoring. The
>>> rcorrp.cens argument list is:
>>>
>>> rcorrp.cens(x1, x2, S, outx=FALSE, method=1)
>>>
>>> And the "S" object is a Surv-object.
>>>
>>>
>>>> Many thanks.
>>>>
>>>> Sincerely,
>>>>
>>>> Mario Petretta
>>>> Dpt. Internal Medicine, Cardiology and Heart Surgery
>>>> Naples University Federico II - Italy
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org 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.
>>>
>>> David Winsemius, MD
>>> Alameda, CA, USA
>>>
>>>
>>>
>>
>>
>>
>> Mario Petretta
>> Dipartimento di Medicina Clinica Scienze Cardiovascolari e Immunologiche
>> Facolt� di Medicina e Chirurgia
>> Universit� di Napoli Federico II
>> 081 - 7462233
>>
>> ______________________________________________
>> R-help at r-project.org 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.
>
> David Winsemius, MD
> Alameda, CA, USA
>
>
>




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