Re: [R] Testing equality of coefficients in coxph model

From: Dr. Pablo E. Verde <PabloEmilio.Verde_at_uni-duesseldorf.de>
Date: Tue, 12 Apr 2011 12:03:46 +0200

Hi Michael,

One way to work out you problem is with bootstrap methods. The following is a toy example that may be help you for you:

# test data...
library(survival)

set.seed(1007)
x <- runif(50)

mu <- c(rep(1, 25), rep(2, 25))

test1 <- data.frame(Time = qsurvreg(x, mean = mu, scale= 0.5, distribution = "weibull"),

                    Status = rbinom(50,1,0.7),
                    tr = gl(2, 20)
                    )

mod1 <- survreg(Surv(Time, Status) ~ -1 + tr, data = test1) summary(mod1)

# Bootstrap function...
boot.fun <- function(dat, Ind)
{
mod1 <- survreg(Surv(Time, Status) ~ -1 + tr, data = dat[Ind,]) b <- coef(mod1)
delta <- b[1] - b[2] # statistic of interest delta
}

# Bootstraping ...
library(boot)

boot.res <- boot(test1, boot.fun, R = 1999)
boot.res
boot.ci(boot.res)

plot(boot.res, jack = TRUE)
# end ...

Cheers,

Pablo

> Dear all,
>
> I'm running a coxph model of the form:
> coxph(Surv(Start, End, Death.ID) ~ x1 + x2 + a1 + a2 + a3)
>
> Within this model, I would like to compare the influence of x1 and x2 on
> the
> hazard rate.
> Specifically I am interested in testing whether the estimated coefficient
> for x1 is equal (or not) to the estimated coefficient for x2.
>
> I was thinking of using a Chow-test for this but the Chow test appears to
> work for linear regression only (see:
>
http://en.wikipedia.org/wiki/Chow_test).
> Another option I was thinking of is to estimate an alternative model in
> which the coefficients for x1 and x2 are constraint to be equal and to
> compare the fit of such a constraint model with the one of an unconstraint
> one. But again I'm not sure how this can be done using coxph.
>
> Could anyone help me out on this please?
>
> Thanks,
>
> Michael
>
>
>
> Michael Haenlein
> Associate Professor of Marketing
> ESCP Europe
> Paris, France
>
> [[alternative HTML version deleted]]
>
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>



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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. Received on Tue 12 Apr 2011 - 10:31:53 GMT

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