Hi,
 
When I run the following Cox proportional hazards model on the Mayo clinic's
PBC data set (given in the "survival" package), the regression coefficients
do not agree with the results presented in Table 4.6.3 (p. 195) of Fleming &
Harrington's book.
 
library(survival)
 
data(pbc)
 
ans.cox <- coxph(Surv(time, status) ~ log(bili) + log(alb) + age +
log(protime) + edema)
 
ans.cox
 
> ans.cox <- coxph(Surv(time, status) ~ log(bili) + log(alb) + age +
log(protime) + edema)
> ans.cox
Call:
coxph(formula = Surv(time, status) ~ log(bili) + log(alb) + age + 
    log(protime) + edema)
 

                coef exp(coef) se(coef)     z       p
log(bili)     0.8975     2.453  0.08271 10.85 0.0e+00
log(alb)     -2.4524     0.086  0.65707 -3.73 1.9e-04
age           0.0382     1.039  0.00768  4.97 6.5e-07
log(protime)  2.3458    10.442  0.77425  3.03 2.4e-03
edema         0.6613     1.937  0.20595  3.21 1.3e-03
 
Likelihood ratio test=234  on 5 df, p=0  n= 418 
>
 
These coefficients, however, are significantly different (i.e. the
differences can't be just attributed to round-off's) from that reported in
Table 4.6.3 (in the "Final model" column) of Fleming and Harrington (p.
195).  The coefficients reported are: 0.8707, -2.533, 0.0394, 2.380, 0.8592.
Note the big difference for the "edema" variable.
 
It seems like the data set considered in the book and that available in
"survival" package are the same (with n=418).
 
I also re-ran the Cox PH model with the 2 "data-errors" discussed in p.188
of F&H, but still I could not match the results in Table 4.6.3.
 
Is it possible that the results could be explained due to difference in
convergence during maximization of partial likelihood?

Can anyone help me figure out why this diescrepancy exists?
 
Thanks very much,
Ravi.
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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan@jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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