Dear all, I would like to obtain the Brier score prediction error at different times t for an extended Cox model. Previously I have used the 'pec' function (pec{pec}) to obtain prediction error curves for standard Cox PH models but now I have data in the counting process format (I have a covariate with a time-varying effect) and it seems that the pec function does not support the counting process format, or am I doing something wrong?
Here's a (tiny) example of what I'm trying to do: # Original survival data set: > dat time status x1 1 169 1 2 2 149 1 11 3 207 1 22 4 192 1 27 5 200 1 10 # Split original data at cutpoint 190. New data will be in "counting process" format: > dat.x = survSplit(dat, cut=190, end="time", event="status", start="start") # New data set: > dat.x time status x1 start 1 169 1 2 0 2 149 1 11 0 3 190 0 22 0 4 190 0 27 0 5 190 0 10 0 8 207 1 22 190 9 192 1 27 190 10 200 1 10 190 # Load pec and fit Cox model: > library(pec) > models = list("Cox"= coxph(Surv(start,time,status) ~ x1, data=dat.x)) # Compute the apparent prediction error: predError = pec(object = models, formula=Surv(start,time,status) ~ x1, data=dat.x, exact=TRUE, cens.model="marginal", replan="none", B=0, verbose=TRUE) Error in pec.list(object = models, formula = Surv(start, time, status) ~ : Survival response must at least consist of two columns: time and status. > Am I doing something wrong here or is it not possible to apply the pec function on counting process data? If I can't use pec, perhaps someone knows of some other function I could use instead to get the Brier score at different times t when using the counting process approach. Any guidance on these questions is much appreciated. Thanks, Ulf [[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.