Re: [R] Direct adjusted survival?

From: Peter Jepsen <>
Date: Thu, 31 Jan 2008 19:29:01 +0100

Dear Terry Therneau:

Thank you for replying. Please forgive me for carrying on.

Here is the example I gave, now with some output shown:


      coef exp(coef) se(coef)    z p
edtrt 2.22      9.22    0.241 9.22 0

Likelihood ratio test=61.1 on 1 df, p=5.44e-15 n= 418 --- END OUTPUT m<-coxph(Surv(time,status)~edtrt+log(bili),data=pbc) m # log(bili) is a strong confounder

           coef exp(coef) se(coef)     z       p
edtrt     1.435      4.20   0.2495  5.75 8.9e-09
log(bili) 0.895      2.45   0.0807 11.10 0.0e+00

Likelihood ratio test=181 on 2 df, p=0 n= 418 --- END OUTPUT plot(survfit(Surv(time,status)~edtrt,data=pbc)) lines(survexp(~edtrt+ratetable(edtrt=edtrt,bili=bili),data=pbc,ratetable =m,cohort=TRUE),col="purple")

If I understand the PBC-dataset correctly, the 'edtrt'-variable is not treatment, but edema score. Unlike in the survexp-example, I do not use the 'trt' variable in my example at all. What I meant by "strong confounding" was the change in the HR for edema, from 9.22 without adjustment for log(bili) to 4.20 with adjustment. I have read your book several times, but I left it at work, and Google Print doesn't show page 281, where I believe that "direct-adjusted survival" is mentioned. Also, if I remember correctly, the entire chapter 10 concernes using rates from one population to predict rates in another population. If a revised version of your book is forthcoming, as I strongly hope, I would love to see a discussion of how the Ederer method can be used to adjust for confounding, as in the above example where I (am trying to) plot the survival probabilities for the three edema groups, as they would have been if they all had the same bilirubin distribution. I'm in over my head here, so please forgive me if I'm overlooking something obvious.

Best regards,

-----Oprindelig meddelelse-----
Fra: Terry Therneau [] Sendt: 31. januar 2008 15:52
Til: Peter Jepsen
Emne: Re: Direct adjusted survival?

> The lines that I hoped to be the survival probabilities for each
> adjusted for confounding by log(bili) are nearly identical to the
> and they certainly don't appear adjusted for the very strong
confounding by
> log(bili). I'm not quite sure what they are, though.

   Yes, survexp will fit direct adjusted curves (and also the Hakulinen and
conditional methods). For your example, I would expect that the ordinary
Kaplan-Meier curves for treatment 1 vs 2 should be almost identical to the
adjusted curves for treatment 1 vs 2. The PBC data is from a randomized trial,
the two treatment arms are (not surprisingly) very well balanced with respect
to bilirubin values, and so adjusting for imbalance makes no real change. This
is exactly what the survexp code that you gave does.

   If you are expected the curves to change, then I guess I'm not sure what you
mean by "strong confounding". Bilirubin is perhaps the most important clinical
measure of severity for any of the cholestatic liver diseases, of which PBC is
one; but being a strong predictor of mortality does not necessarily imply

   Standard errors for the direct curve are daunting -- it is several pages of
code in a Gail and Benichou (?) paper. I need to create an example for doing
this with the bootstrap. One problem is the two sources of variation. The
original Cox model's curves have variance of course, but do we consider the
population of subjects being averaged over (for the DA curve) to be fixed or

   For a long explanation of expected survival I would refer you to chapter 10
of Therneau and Grambsch, "Modeling Survival Data". One of the more confusing
aspects is that things get re-discovered and renamed, the "direct adjusted
survival" curve for instance is Ederer's method (1961) brought forward to a
Cox model. The ideas are not hard, but it does take a whole chapter.

        Terry Therneau    mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Thu 31 Jan 2008 - 18:32:25 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 31 Jan 2008 - 19:30:24 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.

list of date sections of archive