Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-22 Thread Terry Therneau
This feature has been added in survival 2.36-1, which is now on CRAN. (2.36-2 should appear in another day or so) Terry T. -begin included message I was trying to use predict.coxph to calculate martingale residuals on a test data, however, as pointed out before

Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-22 Thread Shi, Tao
Thank you, Terry! - Original Message From: Terry Therneau thern...@mayo.edu To: Shi, Tao shida...@yahoo.com Cc: r-help@r-project.org; dieter.me...@menne-biomed.de; r_ting...@hotmail.com Sent: Mon, November 22, 2010 6:11:15 AM Subject: Re: calculating martingale residual on new

Re: [R] calculating martingale residual on new data using

2010-11-22 Thread Shi, Tao
Thank you for the advice, Frank! ...Tao - Original Message From: Frank Harrell f.harr...@vanderbilt.edu To: r-help@r-project.org Sent: Sun, November 21, 2010 5:49:36 AM Subject: Re: [R] calculating martingale residual on new data using The tendency is to use residual-like

Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-22 Thread Shi, Tao
: [R] calculating martingale residual on new data using predict.coxph On Nov 21, 2010, at 3:42 AM, Shi, Tao wrote: Hi David, Thanks, but I don't quite follow your examples below. I wasn't really sure they did anything useful anyway. The residuals you calculated are still

Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-21 Thread Shi, Tao
...@comcast.net To: David Winsemius dwinsem...@comcast.net Cc: Shi, Tao shida...@yahoo.com; r-help@r-project.org; dieter.me...@menne-biomed.de; r_ting...@hotmail.com Sent: Fri, November 19, 2010 10:53:26 AM Subject: Re: [R] calculating martingale residual on new data using predict.coxph On Nov

Re: [R] calculating martingale residual on new data using

2010-11-21 Thread Frank Harrell
The tendency is to use residual-like diagnostics on the entire dataset that was available for model development. For test data we typically run predictive accuracy analyses. For example, one of the strongest validations is to show, in a high-resolution calibration plot, that absolute

Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-21 Thread David Winsemius
martingale residual on new data using predict.coxph On Nov 19, 2010, at 12:50 PM, David Winsemius wrote: On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: Hi list, I was trying to use predict.coxph to calculate martingale residuals on a test data, however, as pointed out before What about resid

[R] calculating martingale residual on new data using predict.coxph

2010-11-19 Thread Shi, Tao
Hi list, I was trying to use predict.coxph to calculate martingale residuals on a test data, however, as pointed out before http://tolstoy.newcastle.edu.au/R/e4/help/08/06/13508.html predict(mycox1, newdata, type=expected) is not implemented yet. Dieter suggested to use 'cph' and

Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-19 Thread David Winsemius
On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: Hi list, I was trying to use predict.coxph to calculate martingale residuals on a test data, however, as pointed out before What about resid(fit) ? It's my reading of Therneau Gramsch [and of help(coxph.object) ] that they consider those

Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-19 Thread Shi, Tao
; r_ting...@hotmail.com Sent: Fri, November 19, 2010 9:50:06 AM Subject: Re: [R] calculating martingale residual on new data using predict.coxph On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: Hi list, I was trying to use predict.coxph to calculate martingale residuals on a test data

Re: [R] calculating martingale residual on new data using predict.coxph

2010-11-19 Thread David Winsemius
On Nov 19, 2010, at 12:50 PM, David Winsemius wrote: On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: Hi list, I was trying to use predict.coxph to calculate martingale residuals on a test data, however, as pointed out before What about resid(fit) ? It's my reading of Therneau Gramsch