[R] Cox model -missing data.

Fri Dec 19 13:06:17 CET 2014

Yes, your basic reasoning is correct. In general, the observed variables
carry information about the variables with missing values, so (in some
way) the missing values can be replaced with estimates ("imputations")
and the standard regression method will then work as though the
replacements were there is the first place. To incorporate the inevitable
uncertainty about what the missing values really were, one approach
("multiple imputation") is to do the replacement many times over,
sampling the replacement values from a posterior distribution estimated
from the non-missing data. There are other approaches.

This is where the "many questions" kick in! I don't have time at the
moment, to go into further detail (there's a lot of it, and several
R packages which deal with missing data in different ways), but I hope
that someone can meanwhile point you in the right direction.

With best wishes,
Ted.

On 19-Dec-2014 11:17:27 aoife doherty wrote:
> Many thanks, I appreciate the response.
> 
> When I convert the missing values to NA and run the cox model as described
> in previous post,  the cox model seems to remove all of the rows with a
> missing value (as the number of rows "n" in the cox output after I
> completely remove any row with missing data is the same as the number of
> rows "n" in the cox output after I change the missing values to NA).
> 
> What I had been hoping to do is not completely remove a row with missing
> data for a co-variable, but rather somehow censor or estimate a value for
> the missing value?
> 
> In reality, I have ~600 people with survival data and say 6 variables
> attached to them. After I incorporate a 7th variable (for which the
> information isn't available for every individual), I have 400 people left.
> Since I still have survival data and almost all of the information for the
> other 200 people (the only thing missing is information about that 7th
> variable), it seems a waste to remove all of the survival data for 200
> people over one co-variate. So I was hoping instead of completely removing
> the rows, to just somehow acknowledge that the data for this particular
> co-variate is missing in the model but not completely remove the row? This
> is more what I was hoping someone would know if it's possible to
> incorporate into the model I described above?
> 
> Thanks
> 
> 
> 
> On Fri, Dec 19, 2014 at 10:21 AM, Ted Harding <Ted.Harding at wlandres.net>
> wrote:
>>
>> Hi Aoife,
>> I think that if you simply replace each "*" in the data file
>> with "NA", then it should work ("NA" is usually interpreted
>> as "missing" for those functions for which missingness is
>> relevant). How you subsequently deal with records which have
>> missing values is another question (or many questions ... ).
>>
>> So your data should look like:
>>
>> V1       V2          V3               Survival       Event
>> ann      13          WTHomo           4                1
>> ben      20          NA               5                1
>> tom      40          Variant          6                1
>>
>> Hoping this helps,
>> Ted.
>>
>> On 19-Dec-2014 10:12:00 aoife doherty wrote:
>> > Hi all,
>> >
>> > I have a data set like this:
>> >
>> > Test.cox file:
>> >
>> > V1        V2         V3               Survival       Event
>> > ann      13          WTHomo           4                1
>> > ben      20          *                5                1
>> > tom      40          Variant          6                1
>> >
>> >
>> > where "*" indicates that I don't know what the value is for V3 for Ben.
>> >
>> > I've set up a Cox model to run like this:
>> >
>> >#!/usr/bin/Rscript
>> > library(bdsmatrix)
>> > library(kinship2)
>> > library(survival)
>> > library(coxme)
>> > death.dat <- read.table("Test.cox",header=T)
>> > deathdat.kmat <-2*with(death.dat,makekinship(famid,ID,faid,moid))
>> > sink("Test.cox.R.Output")
>> > Model <- coxme(Surv(Survival,Event)~ strata(factor(V1)) +
>> > strata(factor(V2)) + factor(V3)) +
>> > (1|ID),data=death.dat,varlist=deathdat.kmat)
>> > Model
>> > sink()
>> >
>> >
>> >
>> > As you can see from the Test.cox file, I have a missing value "*". How
>> and
>> > where do I tell the R script "treat * as a missing variable". If I can't
>> > incorporate missing values into the model, I assume the alternative is to
>> > remove all of the rows with missing data, which will greatly reduce my
>> data
>> > set, as most rows have at least one missing variable.
>> >
>> > Thanks
>> >
>> >       [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> > 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.
>>
>> -------------------------------------------------
>> E-Mail: (Ted Harding) <Ted.Harding at wlandres.net>
>> Date: 19-Dec-2014  Time: 10:21:23
>> This message was sent by XFMail
>> -------------------------------------------------
>>
> 
>       [[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.

-------------------------------------------------
E-Mail: (Ted Harding) <Ted.Harding at wlandres.net>
Date: 19-Dec-2014  Time: 12:06:14
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