coxphf (version 1.11)

coxphftest: Penalized likelihood ratio test in Cox regression

Description

This function performs a penalized likelihood ratio test for hypotheses within a Cox regression analysis using Firth's penalized likelihood.

Usage

coxphftest(formula = attr(data, "formula"),  data = sys.parent(), test = ~., values,  maxit = 50, maxhs = 5, epsilon = 1e-06,  maxstep = 2.5, firth = TRUE)

Arguments

formula

a formula object, with the response on the left of the operator, and the model terms on the right. The response must be a survival object as returned by the 'Surv' function.

data

a data.frame in which to interpret the variables named in the 'formula' argument.

test

righthand formula of parameters to test (e.g. ~ B + D). As default the null hypothesis that all parameters are 0 is tested.

values

null hypothesis values, default values are 0. For testing the hypothesis H0: B1=1 and B4=2 and B5=0, specify test= ~ B1 + B4 + B5 and values=c(1, 2, 0).

maxit

maximum number of iterations (default value is 50)

maxhs

maximum number of step-halvings per iterations (default value is 5). The increments of the parameter vector in one Newton-Rhaphson iteration step are halved, unless the new likelihood is greater than the old one, maximally doing maxhs halvings.

epsilon

specifies the maximum allowed change in penalized log likelihood to declare convergence. Default value is 0.0001.

maxstep

specifies the maximum change of (standardized) parameter values allowed in one iteration. Default value is 2.5.

firth

use of Firth's penalized maximum likelihood (firth=TRUE, default) or the standard maximum likelihood method (firth=FALSE) for fitting the Cox model.

Value

testcov

the names of the tested model terms

loglik

the restricted and unrestricted maximized (penalized) log likelihood

df

the number of degrees of freedom related to the test

prob

the p-value

call

the function call

method

the estimation method (penalized ML or ML)

Details

This function performs a penalized likelihood ratio test on some (or all) selected parameters. It can be used to test contrasts of parameters, or factors that are coded in dummy variables. The resulting object is of the class coxphftest and includes the information printed by the proper print method.

References

Firth D (1993). Bias reduction of maximum likelihood estimates. Biometrika 80:27--38.

Heinze G and Schemper M (2001). A Solution to the Problem of Monotone Likelihood in Cox Regression. Biometrics 57(1):114--119.

Heinze G (1999). Technical Report 10/1999: The application of Firth's procedure to Cox and logistic regression. Section of Clinical Biometrics, Department of Medical Computer Sciences, University of Vienna, Vienna. http://cemsiis.meduniwien.ac.at/en/kb/science-research/software/statistical-software/fccoxphf/ Heinze G and Ploner M (2002). SAS and SPLUS programs to perform Cox regression without convergence problems. Computer Methods and Programs in Biomedicine 67:217-223

See Also

coxphf, coxphfplot

Examples

testdata <- data.frame(list(start=c(1, 2, 5, 2, 1, 7, 3, 4, 8, 8),
                stop =c(2, 3, 6, 7, 8, 9, 9, 9,14,17),
                event=c(1, 1, 1, 1, 1, 1, 1, 0, 0, 0),
                x1    =c(1, 0, 0, 1, 0, 1, 1, 1, 0, 0),
                x2    =c(0, 1, 1, 1, 0, 0, 1, 0, 1, 0),
                x3    =c(1, 0, 1, 0, 1, 0, 1, 0, 1, 0)))

summary( coxphf( formula=Surv(start, stop, event) ~ x1+x2+x3, data=testdata))

# testing H0: x1=0, x2=0

coxphftest( formula=Surv(start, stop, event) ~ x1+x2+x3, test=~x1+x2,  data=testdata)