perhaps this is a stupid question, but i need some help about Helmert contrasts in the Cox model.
I have a survival data frame with an unordered factor `group'
with levels 0 ... 5.
Calculating the Cox model with Helmert contrasts, i expected that
the first coefficient would be the same as if i had used treatment contrasts, but this is not true.
I this a error in reasoning, or is it possible, that both contrasts use
a different ordering of the levels?
I am confused about the fact, that coefficients for different levels are calculated, depending on weather i include level 0 or not:
If level 0 is included, with both contrasts coxph calculates coefficients for group 1 ... group 5.
But if i exclude level 0, coxph calculates coeffficients for
group 2 ... 5 with treatment and coefficients for group 1 ... 4 using
helmert:
> options(contrasts = c("contr.treatment", "contr.poly"))
> cox.t <- coxph(Surv(time,cens) ~ as.factor(group), data=data)
> options(contrasts = c("contr.helmert", "contr.poly"))
> cox.h <- coxph(Surv(time,cens) ~ as.factor(group), data=data)
> cox.t$coefficients
as.factor(group)1 as.factor(group)2 as.factor(group)3 as.factor(group)4
-0.4301351 0.2078431 -0.0694138 0.3442058
as.factor(group)5
0.1368716
> cox.h$coefficients
as.factor(group)1 as.factor(group)2 as.factor(group)3 as.factor(group)4
-0.215067529 0.140970216 0.001170877 0.083426449
as.factor(group)5
0.021061935> data <- data[data$group > 0,]
> options(contrasts = c("contr.treatment", "contr.poly"))
> cox.t <- coxph(Surv(time,cens) ~ as.factor(group), data=data)
> options(contrasts = c("contr.helmert", "contr.poly"))
> cox.h <- coxph(Surv(time,cens) ~ as.factor(group), data=data)
> cox.t$coefficients
as.factor(group)2 as.factor(group)3 as.factor(group)4 as.factor(group)5
0.6399999 0.3612753 0.7762236 0.5688559
> cox.h$coefficients
as.factor(group)1 as.factor(group)2 as.factor(group)3 as.factor(group)4
0.31999997 0.01375844 0.11061629 0.02489624A am absolutely confused; any help is welcome.
Christian :-)
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