[R] Problems with coxph and survfit in a stratified model with interactions

[Andrews, Chris]

Hi Roland (and Terry),

Is this the model you want to fit?
--a separate 'baseline' hazard for each stratum defined by cov1
--a coefficient for cov2 that is different for each stratum defined by cov1

Then you can have a separate call to coxph for each stratum.
sCox0 <- coxph(Surv(time, status) ~ cov2, data=lung, subset=cov1=="zero") 
sCox1 <- coxph(Surv(time, status) ~ cov2, data=lung, subset=cov1=="one")
sCox2 <- coxph(Surv(time, status) ~ cov2, data=lung, subset=cov1=="two")

I compared betas of the two approaches and found them to be equivalent.
***HOWEVER, the plots of stratum=="two" for men are not equal.  And I don't yet understand that.

Chris

library(survival)

lung$cov1 <- factor(lung$ph.ecog, 0:3, c("zero","one","two","three"))
lung$cov2 <- factor(lung$sex, 1:2, c("male","female"))

# first suggestion
sCox <- coxph(Surv(time, status) ~ strata(cov1) + cov2 + cov1 :cov2, data=lung) # warning, X matrix singular
# Fit strata separately
sCox0 <- coxph(Surv(time, status) ~ cov2, data=lung, subset=cov1=="zero") 
sCox1 <- coxph(Surv(time, status) ~ cov2, data=lung, subset=cov1=="one")
sCox2 <- coxph(Surv(time, status) ~ cov2, data=lung, subset=cov1=="two")
sCox3 <- coxph(Surv(time, status) ~ cov2, data=lung, subset=cov1=="three") # warning, only 1 observation

# compare summaries
summary(sCox)
#cov2female           -0.6151
#cov2male:cov1one      0.0182
#cov2male:cov1two     -0.2513
summary(sCox0)
#cov2female -0.615 (as above)
summary(sCox1)
#cov2female -0.633 (-0.6151 - 0.0182)
summary(sCox2)
#cov2female -0.364 (-0.6151 + 0.2513)
summary(sCox3)
#cov2female    0         1        0 NA       NA

# plot
df <- data.frame(
  cov1 =factor(rep(0:3      , each=2), 0:3, c("zero","one","two","three")),
  cov2 =factor(rep(1:2      ,times=4), 1:2, c("male","female"))
)
df

# fit 4 curves for men, method 1
sfCox  <- survfit(sCox , newdata=df[1,])
# fit 4 curves for men, method 2
sfCox0 <- survfit(sCox0, newdata=df[1,])
sfCox1 <- survfit(sCox1, newdata=df[3,])
sfCox2 <- survfit(sCox2, newdata=df[5,])
sfCox3 <- survfit(sCox3, newdata=df[7,])

# plot, men, method 1
plot (sfCox[1], col=1, mark.time=FALSE, conf=FALSE)
lines(sfCox[2], col=2, mark.time=FALSE)
lines(sfCox[3], col=3, mark.time=FALSE)
lines(sfCox[4], col=4, mark.time=FALSE)
# plot, men, method 2
lines(sfCox0, lty=2, lwd=3, mark.time=FALSE, col=1)
lines(sfCox1, lty=2, lwd=3, mark.time=FALSE, col=2)
lines(sfCox2, lty=2, lwd=3, mark.time=FALSE, col=3) # miss?!
lines(sfCox3, lty=2, lwd=3, mark.time=FALSE, col=4)

# repeat for women
# fit 4 curves for women, method 1
sfCoxw  <- survfit(sCox , newdata=df[2,])
# fit 4 curves for women, method 2
sfCoxw0 <- survfit(sCox0, newdata=df[2,])
sfCoxw1 <- survfit(sCox1, newdata=df[4,])
sfCoxw2 <- survfit(sCox2, newdata=df[6,])
sfCoxw3 <- survfit(sCox3, newdata=df[8,])

# plot, women, method 1
plot (sfCoxw[1], col=1, mark.time=FALSE, conf=FALSE)
lines(sfCoxw[2], col=2, mark.time=FALSE)
lines(sfCoxw[3], col=3, mark.time=FALSE)
lines(sfCoxw[4], col=4, mark.time=FALSE)
# plot, women, method 2
lines(sfCoxw0, lty=2, lwd=3, mark.time=FALSE, col=1)
lines(sfCoxw1, lty=2, lwd=3, mark.time=FALSE, col=2)
lines(sfCoxw2, lty=2, lwd=3, mark.time=FALSE, col=3)
lines(sfCoxw3, lty=2, lwd=3, mark.time=FALSE, col=4)



-----Original Message-----
From: rm [mailto:rm at wippies.se] 
Sent: Monday, October 15, 2012 11:10 AM
To: r-help at r-project.org
Subject: Re: [R] Problems with coxph and survfit in a stratified model with interactions

Dear Terry, 

Thanks for your valuable comments! Could you please restate the example that you refer to? If I include cov1 in the data frame, as you suggest, I get the following error message. Complete code follows.

” Error in `contrasts<-`(`*tmp*`, value = contr.funs[1 + isOF[nn]]) : 
  contrasts can be applied only to factors with 2 or more levels"

Regarding Chris’s suggestion, I would prefer not to have the main effect of
cov2 in the model. I would prefer to stick with “~ strata(cov1):cov2” to keep the interpretation of the regression coefficient straightforward.

Best regards,
Roland



require(survival)
data(lung)
#
lung$cov1 <- as.factor(lung$ph.ecog)
lung$cov2 <- as.factor(lung$sex)
levels(lung$cov1)[levels(lung$cov1)==0] <- "zero" 
levels(lung$cov1)[levels(lung$cov1)==1] <- "one" 
levels(lung$cov1)[levels(lung$cov1)==2] <- "two" 
levels(lung$cov1)[levels(lung$cov1)==3] <- "three" 
levels(lung$cov2)[levels(lung$cov2)==1] <- "male" 
levels(lung$cov2)[levels(lung$cov2)==2] <- "female" 
#
df <- data.frame(
  cov1=factor("one", levels = levels(lung$cov1)),
  cov2=factor("female", levels = levels(lung$cov2))
)
sCox <- coxph(Surv(time, status) ~ strata(cov1):cov2, data=lung) sfCox <- survfit(sCox,newdata=df)



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