Dear Ehsan,

the cluster option is not implemented in 'eha', although you obviously get
no error if trying....
I'll fix this. Thanks for the report. (So, use 'coxph' with cluster).

Göran

On Mon, Sep 12, 2011 at 4:43 AM, Ehsan Karim <wildscop@hotmail.com> wrote:

> Sorry: there was an error in the weight calculation, fixed version is
> the following, but still the final estimates differ as explained in
> the original email:
>
>
> #########################
>
> require(survival)
> require(eha)
>
> data(heart)
> head(heart)
>
> follow <- heart$stop - heart$start
> fit <- glm(transplant ~ age + surgery + year + follow,
>  data=heart, family = binomial)
> heart$wt <- ifelse(heart$transplant == 0,
>   (1 - predict(fit, type = "response")),
>   (predict(fit, type = "response")))
> heart$iptw <- unlist(tapply(1/heart$wt, heart$id, cumprod))
> summary(heart$iptw)
>
> # no weights
> fit0 <- coxph(Surv(start,stop,event)~transplant, data=heart)
> fit0 # fit with coxph without case-weights
> fit1 <- coxreg(Surv(start,stop,event)~transplant, data=heart)
> fit1 # fit with coxreg from eha without case-weights
>
> # coxph
> fit2 <- coxph(Surv(start,stop,event)~transplant + cluster(id),
>  data=heart, weights = iptw, robust = T)
> fit2 # fit with coxph having robust and cluster option
> fit3 <- coxph(Surv(start,stop,event)~transplant + cluster(id),
>  data=heart, weights = iptw)
> fit3 # fit with coxph having cluster option
> fit4 <- coxph(Surv(start,stop,event)~transplant,
>  data=heart, weights = iptw)
> fit4 # fit with coxph
>
> # coxreg
> fit5 <- coxreg(Surv(start,stop,event)~transplant + cluster(id),
>  data=heart, weights = iptw)
> fit5 # fit with coxreg from eha having cluster option
> fit6 <- coxreg(Surv(start,stop,event)~transplant,
>  data=heart, weights = iptw)
> fit6 # fit with coxreg from eha
>
> exp(coef(fit3))    # HR from coxph having cluster option
> exp(coef(fit4))    # HR from coxph
> exp(coef(fit5))[1] # HR from coxreg having cluster option
> exp(coef(fit6))[1] # HR from coxreg
>
> #########################
> > exp(coef(fit3))    # HR from coxph having cluster option
> transplant1
>    17.94681
> > exp(coef(fit4))    # HR from coxph
> transplant1
>    17.94681
> > exp(coef(fit5))[1] # HR from coxreg having cluster option
> transplant1
>    20.06519
> > exp(coef(fit6))[1] # HR from coxreg
> transplant1
>    17.94681
> #########################
>
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>



-- 
Göran Broström

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