Re: [R] Discrepancy in the regression coefficients for Cox regression - PBC data set

From: Ravi Varadhan <RVaradhan_at_jhmi.edu>
Date: Fri, 21 Nov 2008 12:43:34 -0500

Hi David,

I did look at Appendix D.3 of T&G, but am not sure if the data set analyzed in F&H and that attached with "survival" are different. They both have n=418 (312 from RCT and 106 observational).

There is a major difference in the coefficient for "edema" 0.66 vs 0.86. In any case, the point is not whether the differences in coefficient affect interpretation of the model, but to understand why there are differences in the results.

Best,
Ravi.



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_at_jhmi.edu

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



-----Original Message-----
From: David Winsemius [mailto:dwinsemius_at_comcast.net] Sent: Friday, November 21, 2008 12:34 PM To: Ravi Varadhan
Cc: r-help_at_r-project.org
Subject: Re: [R] Discrepancy in the regression coefficients for Cox regression - PBC data set

There is a discussion in Appendix D.3 of "Modeling Survival Data" by Thereau and Grambsch regarding the differences in the datasets including the fact that "there was significantly more follow-up for many patients at the time this dataset was assembled". I do not see a material difference in the estimates.

--
David Winsemius, MD
Heritage Labs

On Nov 21, 2008, at 12:16 PM, Ravi Varadhan wrote:


> 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.
> ----------------------------------------------------------------------
> ------
> -------
>
> 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_at_jhmi.edu
>
> Webpage:
> http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html
>
>
>
> ----------------------------------------------------------------------
> ------
> --------
>
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> 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.
______________________________________________ R-help_at_r-project.org mailing list 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 Fri 21 Nov 2008 - 17:45:46 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 Fri 21 Nov 2008 - 19:31:22 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive