[R] using pre-calculated coefficients and LP in coxph()?

2011-03-13 Thread Angel Russo
I need to force a coxph() function in R to use a pre-calculated set of beta
coefficients of a gene signature consisting of xx genes and the gene
expression is also provided of those xx genes.

If I try to use coxph() function in R using just the gene expression data
alone, the beta coefficients and coxph$linear.predictors will change and I
need to use the pre-calcuated linear predictor not re-computed using coxph()
function. The reason is I need to compute a quantity that uses as it's input
the coxph() output but I need this output to be pre-calculated
beta-coefficients and linear.predictor.

Any one can show me how to do this in R?

Thanks a lot.

[[alternative HTML version deleted]]

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Re: [R] using pre-calculated coefficients and LP in coxph()?

2011-03-13 Thread Dimitris Rizopoulos
probably you want to use the 'init' argument and 'iter.max' 
control-argument of coxph(). For example, for the Lung dataset, we fix 
the coefficients of age and ph.karno at 0.05 and -0.05, respectively:


library(survival)

coxph(Surv(time, status) ~ age + ph.karno, data = lung,
init = c(0.05, -0.05), iter.max = 0)


I hope it helps.

Best,
Dimitris


On 3/13/2011 6:08 PM, Angel Russo wrote:

I need to force a coxph() function in R to use a pre-calculated set of beta
coefficients of a gene signature consisting of xx genes and the gene
expression is also provided of those xx genes.

If I try to use coxph() function in R using just the gene expression data
alone, the beta coefficients and coxph$linear.predictors will change and I
need to use the pre-calcuated linear predictor not re-computed using coxph()
function. The reason is I need to compute a quantity that uses as it's input
the coxph() output but I need this output to be pre-calculated
beta-coefficients and linear.predictor.

Any one can show me how to do this in R?

Thanks a lot.

[[alternative HTML version deleted]]

__
R-help@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.



--
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
Tel: +31/(0)10/7043478
Fax: +31/(0)10/7043014
Web: http://www.erasmusmc.nl/biostatistiek/

__
R-help@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.


Re: [R] using pre-calculated coefficients and LP in coxph()?

2011-03-13 Thread David Winsemius


On Mar 13, 2011, at 1:32 PM, Dimitris Rizopoulos wrote:

probably you want to use the 'init' argument and 'iter.max' control- 
argument of coxph(). For example, for the Lung dataset, we fix the  
coefficients of age and ph.karno at 0.05 and -0.05, respectively:


library(survival)

coxph(Surv(time, status) ~ age + ph.karno, data = lung,
   init = c(0.05, -0.05), iter.max = 0)





I hope it helps.

Best,
Dimitris


On 3/13/2011 6:08 PM, Angel Russo wrote:
I need to force a coxph() function in R to use a pre-calculated set  
of beta

coefficients of a gene signature consisting of xx genes and the gene
expression is also provided of those xx genes.


I would have guessed (and that is all one can do without an example  
and better description of what the setting and goal might be) that the  
use of the offset capablity in coxph might be needed.


--
David.


If I try to use coxph() function in R using just the gene  
expression data
alone, the beta coefficients and coxph$linear.predictors will  
change and I
need to use the pre-calcuated linear predictor not re-computed  
using coxph()
function. The reason is I need to compute a quantity that uses as  
it's input

the coxph() output but I need this output to be pre-calculated
beta-coefficients and linear.predictor.

Any one can show me how to do this in R?

Thanks a lot.


David Winsemius, MD
West Hartford, CT

__
R-help@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.


Re: [R] using pre-calculated coefficients and LP in coxph()?

2011-03-13 Thread Angel Russo
Thanks very much Dimitrius and David.

I want to compute CPE using pre-calculated beta-model and linear.predictor
using the following code. I hope it the code is OK. Let me know. I am also
doing some sanity checks.

testc$x - scores
testc$y - Surv(testdata$time,testdata$status)
testfit - coxph(y ~ x, testc, iter.max=0, init=1)
cpe=phcpe(testfit)

Thanks very much again.

-

On Sun, Mar 13, 2011 at 2:28 PM, David Winsemius dwinsem...@comcast.netwrote:


 On Mar 13, 2011, at 1:32 PM, Dimitris Rizopoulos wrote:

  probably you want to use the 'init' argument and 'iter.max'
 control-argument of coxph(). For example, for the Lung dataset, we fix the
 coefficients of age and ph.karno at 0.05 and -0.05, respectively:

 library(survival)

 coxph(Surv(time, status) ~ age + ph.karno, data = lung,
   init = c(0.05, -0.05), iter.max = 0)




 I hope it helps.

 Best,
 Dimitris


 On 3/13/2011 6:08 PM, Angel Russo wrote:

 I need to force a coxph() function in R to use a pre-calculated set of
 beta
 coefficients of a gene signature consisting of xx genes and the gene
 expression is also provided of those xx genes.


 I would have guessed (and that is all one can do without an example and
 better description of what the setting and goal might be) that the use of
 the offset capablity in coxph might be needed.

 --
 David.


 If I try to use coxph() function in R using just the gene expression
 data
 alone, the beta coefficients and coxph$linear.predictors will change and
 I
 need to use the pre-calcuated linear predictor not re-computed using
 coxph()
 function. The reason is I need to compute a quantity that uses as it's
 input
 the coxph() output but I need this output to be pre-calculated
 beta-coefficients and linear.predictor.

 Any one can show me how to do this in R?

 Thanks a lot.


 David Winsemius, MD
 West Hartford, CT



[[alternative HTML version deleted]]

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R-help@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.


Re: [R] using pre-calculated coefficients and LP in coxph()?

2011-03-13 Thread Ravi Varadhan
Like David, I too thought that `offset' is the way to do this.  I was actually 
in the midst of testing the differences between using `offset' and `init' when 
David's email came.  

Here is what I could figure out so far:

1.  If you want to fix only a subset of regressors, but let others be 
estimated, then you must use `offset'.  The `init' approach will not work.

2. Even when all the regressors are fixed (I have to admit that I do not see 
the point of this, like David said), there seems to be a difference in using 
`init' and `offset'.  First of all, we cannot interpret or use the standard 
errors, CIs, abd p-values when iter.max=0.  Secondly, there is major 
disagreement in the predictions between `offset' and `init' with no iterations. 
You can run the following code to verify this:

ans1 - coxph(Surv(time, status) ~ age + ph.karno, data = lung, init = c(0.05, 
-0.05), iter.max = 0)
ans2 - coxph(Surv(time, status) ~ offset(0.05*age) + offset(-0.05*ph.karno), 
data = lung)

lp1 - predict(ans1, type=lp)
lp2 - predict(ans2, type=lp)

all.equal(lp1, lp2)
 all.equal(lp1, lp2)
[1] Mean relative difference: 1.463598

The results from `offset' are correct, i.e. lp2 can be readily verified to be 
equal to 0.05 * (age - ph.karno).  I don't know how lp1 is computed.

Ravi.


Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvarad...@jhmi.edu


- Original Message -
From: David Winsemius dwinsem...@comcast.net
Date: Sunday, March 13, 2011 2:29 pm
Subject: Re: [R] using pre-calculated coefficients and LP in coxph()?
To: Dimitris Rizopoulos d.rizopou...@erasmusmc.nl
Cc: r-help@r-project.org, Angel Russo angerusso1...@gmail.com


  On Mar 13, 2011, at 1:32 PM, Dimitris Rizopoulos wrote:
  
  probably you want to use the 'init' argument and 'iter.max' 
 control-argument of coxph(). For example, for the Lung dataset, we fix 
 the coefficients of age and ph.karno at 0.05 and -0.05, respectively:
  
  library(survival)
  
  coxph(Surv(time, status) ~ age + ph.karno, data = lung,
 init = c(0.05, -0.05), iter.max = 0)
  
  
  
  I hope it helps.
  
  Best,
  Dimitris
  
  
  On 3/13/2011 6:08 PM, Angel Russo wrote:
  I need to force a coxph() function in R to use a pre-calculated set 
 of beta
  coefficients of a gene signature consisting of xx genes and the gene
  expression is also provided of those xx genes.
  
  I would have guessed (and that is all one can do without an example 
 and better description of what the setting and goal might be) that the 
 use of the offset capablity in coxph might be needed.
  
  -- 
  David.
  
  If I try to use coxph() function in R using just the gene 
 expression data
  alone, the beta coefficients and coxph$linear.predictors will 
 change and I
  need to use the pre-calcuated linear predictor not re-computed 
 using coxph()
  function. The reason is I need to compute a quantity that uses as 
 it's input
  the coxph() output but I need this output to be pre-calculated
  beta-coefficients and linear.predictor.
  
  Any one can show me how to do this in R?
  
  Thanks a lot.
  
  David Winsemius, MD
  West Hartford, CT
  
  __
  R-help@r-project.org mailing list
  
  PLEASE do read the posting guide 
  and provide commented, minimal, self-contained, reproducible code.

__
R-help@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.


Re: [R] using pre-calculated coefficients and LP in coxph()?

2011-03-13 Thread Dimitris Rizopoulos

On 3/13/2011 7:43 PM, Ravi Varadhan wrote:

Like David, I too thought that `offset' is the way to do this.  I was actually 
in the midst of testing the differences between using `offset' and `init' when 
David's email came.

Here is what I could figure out so far:

1.  If you want to fix only a subset of regressors, but let others be 
estimated, then you must use `offset'.  The `init' approach will not work.



Yes, indeed, this is right.


2. Even when all the regressors are fixed (I have to admit that I do not see 
the point of this, like David said), there seems to be a difference in using 
`init' and `offset'.  First of all, we cannot interpret or use the standard 
errors, CIs, abd p-values when iter.max=0.  Secondly, there is major 
disagreement in the predictions between `offset' and `init' with no iterations. 
You can run the following code to verify this:



Of course, indeed, I don't know what Angel has in mind, but there are 
some cases where you might want to compute the hessian matrix at 
specific values using vcov() (local approximation of the likelihood for 
sensitivity analysis), and in this case the `offset' approach will not work.



ans1- coxph(Surv(time, status) ~ age + ph.karno, data = lung, init = c(0.05, 
-0.05), iter.max = 0)
ans2- coxph(Surv(time, status) ~ offset(0.05*age) + offset(-0.05*ph.karno), 
data = lung)

lp1- predict(ans1, type=lp)
lp2- predict(ans2, type=lp)

all.equal(lp1, lp2)

all.equal(lp1, lp2)

[1] Mean relative difference: 1.463598



in fact both are the same, only in the first one they are centered, e.g.,

ans1$linear.predictors
ans2$linear.predictors - mean(ans2$linear.predictors)


The results from `offset' are correct, i.e. lp2 can be readily verified to be 
equal to 0.05 * (age - ph.karno).  I don't know how lp1 is computed.

Ravi.


Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvarad...@jhmi.edu


- Original Message -
From: David Winsemiusdwinsem...@comcast.net
Date: Sunday, March 13, 2011 2:29 pm
Subject: Re: [R] using pre-calculated coefficients and LP in coxph()?
To: Dimitris Rizopoulosd.rizopou...@erasmusmc.nl
Cc: r-help@r-project.org, Angel Russoangerusso1...@gmail.com



  On Mar 13, 2011, at 1:32 PM, Dimitris Rizopoulos wrote:

  probably you want to use the 'init' argument and 'iter.max'
control-argument of coxph(). For example, for the Lung dataset, we fix
the coefficients of age and ph.karno at 0.05 and -0.05, respectively:
  
  library(survival)
  
  coxph(Surv(time, status) ~ age + ph.karno, data = lung,
  init = c(0.05, -0.05), iter.max = 0)

  
  
  I hope it helps.
  
  Best,
  Dimitris
  
  
  On 3/13/2011 6:08 PM, Angel Russo wrote:
  I need to force a coxph() function in R to use a pre-calculated set
of beta
  coefficients of a gene signature consisting of xx genes and the gene
  expression is also provided of those xx genes.

  I would have guessed (and that is all one can do without an example
and better description of what the setting and goal might be) that the
use of the offset capablity in coxph might be needed.

  --
  David.
  
  If I try to use coxph() function in R using just the gene
expression data
  alone, the beta coefficients and coxph$linear.predictors will
change and I
  need to use the pre-calcuated linear predictor not re-computed
using coxph()
  function. The reason is I need to compute a quantity that uses as
it's input
  the coxph() output but I need this output to be pre-calculated
  beta-coefficients and linear.predictor.
  
  Any one can show me how to do this in R?
  
  Thanks a lot.

  David Winsemius, MD
  West Hartford, CT

  __
  R-help@r-project.org mailing list

  PLEASE do read the posting guide
  and provide commented, minimal, self-contained, reproducible code.




--
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
Tel: +31/(0)10/7043478
Fax: +31/(0)10/7043014
Web: http://www.erasmusmc.nl/biostatistiek/

__
R-help@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.


Re: [R] using pre-calculated coefficients and LP in coxph()?

2011-03-13 Thread David Winsemius


On Mar 13, 2011, at 2:43 PM, Ravi Varadhan wrote:

Like David, I too thought that `offset' is the way to do this.  I  
was actually in the midst of testing the differences between using  
`offset' and `init' when David's email came.


Here is what I could figure out so far:

1.  If you want to fix only a subset of regressors, but let others  
be estimated, then you must use `offset'.  The `init' approach will  
not work.


2. Even when all the regressors are fixed (I have to admit that I do  
not see the point of this, like David said), there seems to be a  
difference in using `init' and `offset'.


   I want to thank you, Ravi, for taking the next steps beyond my  
speculations. However, I did not mean to imply that I could see no  
point in using an offset with coxph(). I only meant to say that the OP  
had not yet provided a basis for doing so.


   If one were trying to test  a pre-determined classification rule  
against a new or augmented candidate rule, then entering an offset  
term could be very desirable. An example in my domain of interest  
might be to use a set of life-table estimates for the effect of sex  
and age , then  including other covariates, and even including a  
subject_age term to test whether there was a departure from the  
population expectations. I admit that I have not seen worked examples  
using coxph(), but Therneau has offered examples using Poisson models  
with glm() in his publications regarding expected survival both in  
Mayo Clinic Technical Reports and in his book with Grambsch, Modeling  
Survival Data.


First of all, we cannot interpret or use the standard errors, CIs,  
abd p-values when iter.max=0.  Secondly, there is major disagreement  
in the predictions between `offset' and `init' with no iterations.  
You can run the following code to verify this:


ans1 - coxph(Surv(time, status) ~ age + ph.karno, data = lung, init  
= c(0.05, -0.05), iter.max = 0)
ans2 - coxph(Surv(time, status) ~ offset(0.05*age) +  
offset(-0.05*ph.karno), data = lung)


lp1 - predict(ans1, type=lp)
lp2 - predict(ans2, type=lp)

all.equal(lp1, lp2)

all.equal(lp1, lp2)

[1] Mean relative difference: 1.463598

The results from `offset' are correct, i.e. lp2 can be readily  
verified to be equal to 0.05 * (age - ph.karno).  I don't know how  
lp1 is computed.


Ravi.


Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvarad...@jhmi.edu


- Original Message -
From: David Winsemius dwinsem...@comcast.net
Date: Sunday, March 13, 2011 2:29 pm
Subject: Re: [R] using pre-calculated coefficients and LP in coxph()?
To: Dimitris Rizopoulos d.rizopou...@erasmusmc.nl
Cc: r-help@r-project.org, Angel Russo angerusso1...@gmail.com



On Mar 13, 2011, at 1:32 PM, Dimitris Rizopoulos wrote:


probably you want to use the 'init' argument and 'iter.max'
control-argument of coxph(). For example, for the Lung dataset, we  
fix

the coefficients of age and ph.karno at 0.05 and -0.05, respectively:


library(survival)

coxph(Surv(time, status) ~ age + ph.karno, data = lung,
 init = c(0.05, -0.05), iter.max = 0)





I hope it helps.

Best,
Dimitris


On 3/13/2011 6:08 PM, Angel Russo wrote:

I need to force a coxph() function in R to use a pre-calculated set

of beta
coefficients of a gene signature consisting of xx genes and the  
gene

expression is also provided of those xx genes.


I would have guessed (and that is all one can do without an example
and better description of what the setting and goal might be) that  
the

use of the offset capablity in coxph might be needed.

--
David.


If I try to use coxph() function in R using just the gene

expression data

alone, the beta coefficients and coxph$linear.predictors will

change and I

need to use the pre-calcuated linear predictor not re-computed

using coxph()

function. The reason is I need to compute a quantity that uses as

it's input

the coxph() output but I need this output to be pre-calculated
beta-coefficients and linear.predictor.

Any one can show me how to do this in R?

Thanks a lot.


David Winsemius, MD
West Hartford, CT

__
R-help@r-project.org mailing list

PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.


David Winsemius, MD
West Hartford, CT

__
R-help@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.