validate.cph {Design} | R Documentation |
This is the version of the validate
function specific to models
fitted with cph
or psm
. Statistics validated include the
Nagelkerke R^2,
D_{xy}, slope shrinkage, the
discrimination indexD [(model L.R. chi-square - 1)/L], the unreliability index
U = (difference in -2 log likelihood between uncalibrated
X beta and
X beta with overall slope calibrated to test sample) / L,
and the overall quality index Q = D - U.
L is -2 log likelihood with beta=0. The "corrected" slope
can be thought of as shrinkage factor that takes into account overfitting.
See predab.resample
for the list of resampling methods.
# fit <- cph(formula=Surv(ftime,event) ~ terms, x=TRUE, y=TRUE, ...) ## S3 method for class 'cph': validate(fit,method="boot", B=40,bw=FALSE,rule="aic",type="residual", sls=.05,aics=0,pr=FALSE,dxy=FALSE,u,tol=1e-9, ...) ## S3 method for class 'psm': validate(fit, method="boot",B=40, bw=FALSE,rule="aic",type="residual",sls=.05,aics=0,pr=FALSE, dxy=FALSE,tol=1e-12, rel.tolerance=1e-5, maxiter=15, ...)
fit |
a fit derived cph . The options x=TRUE and y=TRUE
must have been specified. If the model contains any stratification factors
and dxy=TRUE,
the options surv=TRUE and time.inc=u must also have been given,
where u is the same value of u given to validate .
|
method |
see validate |
B |
|
rel.tolerance |
|
maxiter |
|
bw |
|
rule |
|
type |
|
sls |
|
aics |
|
pr |
|
tol |
|
... |
see validate or predab.resample |
dxy |
set to TRUE to validate Somers' D_{xy} using
rcorr.cens , which takes longer.
|
u |
must be specified if the model has any stratification factors and dxy=TRUE .
In that case, strata are not included in X beta and the
survival curves may cross. Predictions at time t=u are
correlated with observed survival times. Does not apply to
validate.psm .
|
matrix with rows corresponding to D_{xy}, Slope, D, U, and Q, and columns for the original index, resample estimates, indexes applied to whole or omitted sample using model derived from resample, average optimism, corrected index, and number of successful resamples.
prints a summary, and optionally statistics for each re-fit (if pr=TRUE
)
Frank Harrell
Department of Biostatistics, Vanderbilt University
f.harrell@vanderbilt.edu
validate
, predab.resample
, fastbw
, Design
, Design.trans
, calibrate
,
rcorr.cens
, cph
, coxph.fit
n <- 1000 set.seed(731) age <- 50 + 12*rnorm(n) label(age) <- "Age" sex <- factor(sample(c('Male','Female'), n, TRUE)) cens <- 15*runif(n) h <- .02*exp(.04*(age-50)+.8*(sex=='Female')) dt <- -log(runif(n))/h e <- ifelse(dt <= cens,1,0) dt <- pmin(dt, cens) units(dt) <- "Year" S <- Surv(dt,e) f <- cph(S ~ age*sex, x=TRUE, y=TRUE) # Validate full model fit validate(f, B=10) # normally B=150 # Validate a model with stratification. Dxy is the only # discrimination measure for such models, by Dxy requires # one to choose a single time at which to predict S(t|X) f <- cph(S ~ rcs(age)*strat(sex), x=TRUE, y=TRUE, surv=TRUE, time.inc=2) validate(f, dxy=TRUE, u=2, B=10) # normally B=150 # Note u=time.inc