[R] help on pspline in coxph

From: Lei Liu <liulei_at_virginia.edu>
Date: Wed, 06 Apr 2011 17:06:47 -0400


Hi there,

I have a question on how to extract the linear term in the penalized spline in coxph. Here is a sample code:

n=100

set.seed(1)

x=runif(100)

f1 = cos(2*pi*x)

hazard = exp(f1)

T = 0

for (i in 1:100) {

       T[i] = rexp(1,hazard[i])

}

     C = runif(n)*4

     cen = T<=C

     y = T*(cen) + C*(1-cen)

     data.tr=cbind(y,cen,x)

    fit=coxph(Surv(data.tr[,1], data.tr[,2])~pspline(data.tr[,3]) )

If I use summary(fit), it will show the following results:

summary(fit)
Call:
coxph(formula = Surv(data.tr[, 1], data.tr[, 2]) ~ pspline(data.tr[,

     3]))

   n= 100

                           coef  se(coef) se2   Chisq DF   p
pspline(data.tr[, 3]), li 0.495 0.437    0.437  1.28 1.00 2.6e-01
pspline(data.tr[, 3]), no                      43.79 3.08 1.9e-09

                    exp(coef) exp(-coef) lower .95 upper .95
ps(data.tr[, 3])2     0.4404      2.270   0.08164     2.376
ps(data.tr[, 3])3     0.2065      4.842   0.01701     2.507
ps(data.tr[, 3])4     0.0951     10.512   0.00695     1.302
ps(data.tr[, 3])5     0.0493     20.274   0.00387     0.628
ps(data.tr[, 3])6     0.0280     35.741   0.00230     0.340
ps(data.tr[, 3])7     0.0192     52.068   0.00156     0.237
ps(data.tr[, 3])8     0.0219     45.605   0.00178     0.271
ps(data.tr[, 3])9     0.0473     21.156   0.00399     0.561
ps(data.tr[, 3])10    0.1432      6.983   0.01250     1.640
ps(data.tr[, 3])11    0.3936      2.541   0.03436     4.509
ps(data.tr[, 3])12    0.9449      1.058   0.06885    12.969
ps(data.tr[, 3])13    2.2406      0.446   0.07643    65.683

Iterations: 3 outer, 9 Newton-Raphson
      Theta= 0.697

Degrees of freedom for terms= 4.1
Rsquare= 0.385   (max possible= 0.994 )
Likelihood ratio test= 48.6  on 4.08 df,   p=7.74e-10
Wald test            = 45.1  on 4.08 df,   p=4.29e-09

My question is how to extract the linear coefficient (0.495) in pspline(data.tr[, 3]). I tried coef(fit) but it fails to display this term. Your help is greatly appreciated!

Lei Liu
Associate Professor
Division of Biostatistics and Epidemiology Department of Public Health Sciences
University of Virginia School of Medicine

http://people.virginia.edu/~ll9f/



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