Parametric Survival Model

psm is a modification of Therneau's survreg function for fitting the accelerated failure time family of parametric survival models. psm uses the rms class for automatic anova, fastbw, calibrate, validate, and other functions. Hazard.psm, Survival.psm, Quantile.psm, and Mean.psm create S functions that evaluate the hazard, survival, quantile, and mean (expected value) functions analytically, as functions of time or probabilities and the linear predictor values.

The residuals.psm function exists mainly to compute normalized (standardized) residuals and to censor them (i.e., return them as Surv objects) just as the original failure time variable was censored. These residuals are useful for checking the underlying distributional assumption (see the examples). To get these residuals, the fit must have specified y=TRUE. A lines method for these residuals automatically draws a curve with the assumed standardized survival distribution. A survplot method runs the standardized censored residuals through survfit to get Kaplan-Meier estimates, with optional stratification (automatically grouping a continuous variable into quantiles) and then through survplot.survfit to plot them. Then lines is invoked to show the theoretical curve. Other types of residuals are computed by residuals using residuals.survreg.

models, survival
    data=parent.frame(), weights,
    subset, na.action=na.delete, dist="weibull",
    init=NULL, scale=0, 
    model=FALSE, x=FALSE, y=TRUE,, ...)

## S3 method for class 'psm': print(x, correlation=FALSE, \dots)

Hazard(object, ...) ## S3 method for class 'psm': Hazard(object, \dots) # for psm fit # E.g. lambda <- Hazard(fit)

Survival(object, ...) ## S3 method for class 'psm': Survival(object, \dots) # for psm # E.g. survival <- Survival(fit)

## S3 method for class 'psm': Quantile(object, \dots) # for psm # E.g. quantsurv <- Quantile(fit)

## S3 method for class 'psm': Mean(object, \dots) # for psm # E.g. meant <- Mean(fit)

# lambda(times, lp) # get hazard function at t=times, xbeta=lp # survival(times, lp) # survival function at t=times, lp # quantsurv(q, lp) # quantiles of survival time # meant(lp) # mean survival time

## S3 method for class 'psm': residuals(object, type="censored.normalized", \dots)

## S3 method for class 'residuals.psm.censored.normalized': survplot(fit, x, g=4, col, main, \dots)

## S3 method for class 'residuals.psm.censored.normalized': lines(x, n=100, lty=1, xlim, lwd=3, \dots) # for type="censored.normalized"

an S statistical model formula. Interactions up to third order are supported. The left hand side must be a Surv object.
a fit created by psm. For survplot with residuals from psm, object is the result of residuals.psm.
a fit created by psm
see survreg.
a list of fixed parameters. For the $t$-distribution this is the degrees of freedom; most of the distributions have no parameters.
set to TRUE to include the model frame in the returned object
set to TRUE to include the design matrix in the object produced by psm. For the survplot method, x is an optional stratification variable (character, numeric, or categorical). For lin
set to TRUE to include the Surv() matrix
setting for default time spacing. Used in constructing time axis in survplot, and also in make confidence bars. Default is 30 if time variable has units="Day", 1 otherwise, unless maximum follow-up time $< 1$. Then ma
set to TRUE to print the correlation matrix for parameter estimates
other arguments to fitting routines, or to pass to survplot from survplot.residuals.psm.censored.normalized. Ignored for lines.
a scalar or vector of times for which to evaluate survival probability or hazard
a scalar or vector of linear predictor values at which to evaluate survival probability or hazard. If both times and lp are vectors, they must be of the same length.
a scalar or vector of probabilities. The default is .5, so just the median survival time is returned. If q and lp are both vectors, a matrix of quantiles is returned, with rows corresponding to lp and c
type of residual desired. Default is censored normalized residuals, defined as (link(Y) - linear.predictors)/scale parameter, where the link function was usually the log function. See survreg for other types.
number of points to evaluate theoretical standardized survival function for lines.residuals.psm.censored.normalized
line type for lines, default is 1
range of times (or transformed times) for which to evaluate the standardized survival function. Default is range in normalized residuals.
line width for theoretical distribution, default is 3
number of quantile groups to use for stratifying continuous variables having more than 5 levels
vector of colors for survplot method, corresponding to levels of x (must be a scalar if there is no x)
main plot title for survplot. If omitted, is the name or label of x if x is given. Use main="" to suppress a title when you specify x.

The object survreg.distributions contains definitions of properties of the various survival distributions. psm does not trap singularity errors due to the way does matrix inversion. It will trap non-convergence (thus returning fit$fail=TRUE) if you give the argument failure=2 inside the control list which is passed to For example, use f <- psm(S ~ x, control=list(failure=2, maxiter=20)) to allow up to 20 iterations and to set f$fail=TRUE in case of non-convergence. This is especially useful in simulation work.


  • psm returns a fit object with all the information survreg would store as well as what rms stores and units and Hazard, Survival, and Quantile return S-functions. residuals.psm with type="censored.normalized" returns a Surv object which has a special attribute "theoretical" which is used by the lines routine. This is the assumed standardized survival function as a function of time or transformed time.

See Also

rms, survreg, residuals.survreg, survreg.object, survreg.distributions, pphsm, survplot, survest, Surv, na.delete, na.detail.response, datadist, latex.psm

  • psm
  • print.psm
  • Hazard
  • Survival
  • Hazard.psm
  • Mean.psm
  • Quantile.psm
  • Survival.psm
  • residuals.psm
  • lines.residuals.psm.censored.normalized
  • survplot.residuals.psm.censored.normalized
n <- 400
age <- rnorm(n, 50, 12)
sex <- factor(sample(c('Female','Male'),n,TRUE))
dd <- datadist(age,sex)
# Population hazard function:
h <- .02*exp(.06*(age-50)+.8*(sex=='Female'))
d.time <- -log(runif(n))/h
cens <- 15*runif(n)
death <- ifelse(d.time <= cens,1,0)
d.time <- pmin(d.time, cens)

f <- psm(Surv(d.time,death) ~ sex*pol(age,2), 
# Log-normal model is a bad fit for proportional hazards data

fastbw(f)  # if deletes sex while keeping age*sex ignore the result
f <- update(f, x=TRUE,y=TRUE)       # so can validate, compute certain resids
validate(f, dxy=TRUE, B=10)      # ordinarily use B=150 or more
plot(Predict(f, age=., sex=.))   # needs datadist since no explicit age, hosp.
survplot(f, age=c(20,60))     # needs datadist since hospital not set here
# latex(f)

S <- Survival(f)
plot(f$linear.predictors, S(6, f$linear.predictors),
# plots 6-month survival as a function of linear predictor (X*Beta hat)

times <- seq(0,24,by=.25)
plot(times, S(times,0), type='l')   # plots survival curve at X*Beta hat=0
lam <- Hazard(f)
plot(times, lam(times,0), type='l') # similarly for hazard function

med <- Quantile(f)        # new function defaults to computing median only
lp <- seq(-3, 5, by=.1)
plot(lp, med(lp=lp), ylab="Median Survival Time")
med(c(.25,.5), f$linear.predictors)
                          # prints matrix with 2 columns

# fit a model with no predictors
f <- psm(Surv(d.time,death) ~ 1, dist=if(.R.)"weibull" else "extreme")
pphsm(f)          # print proportional hazards form
g <- survest(f)
plot(g$time, g$surv, xlab='Time', type='l',
     ylab=if(.R.)expression(S(t)) else 'S(t)')

f <- psm(Surv(d.time,death) ~ age, 
         dist="loglogistic", y=TRUE)
r <- resid(f, 'cens') # note abbreviation
survplot(survfit(r ~ 1), conf='none') 
                      # plot Kaplan-Meier estimate of 
                      # survival function of standardized residuals
survplot(survfit(r ~ cut2(age, g=2)), conf='none')  
                      # both strata should be n(0,1)
lines(r)              # add theoretical survival function
#More simply:
survplot(r, age, g=2)

Documentation reproduced from package rms, version 2.0-2, License: GPL (>= 2)

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