Extended Cox Model
extended cox model 是针对部分协变量不满足PHA的情况,在模型中增加那些协变量与时间的interaction项,从而可以考虑了协变量随时间变化的情况。
下面要考虑的是sex不满足PHA时。
library(survival)
anderson=read.table(choose.files(),col.names=c('time','censor','sx','logWBC','trt'))
attach(anderson)
anderson2=survSplit(anderson,cut=8,end='time',event='censor',start='start')
#在t=8处做cut,获得分割后的数据
anderson2$gt=(anderson2$start==8)+0
#heaviside function
detach(anderson)
attach(anderson2)
S=Surv(start,time,censor)
phm_2=coxph(S~sx+trt+logWBC+sx:gt)
summary(phm_2)
#模型中不需要gt项
分割点若有要求则按要求来,没有要求可以考虑均值,作为heaviside function 的节点
Call:
coxph(formula = S ~ sx + trt + logWBC + sx:gt)
n= 66, number of events= 30
coef exp(coef) se(coef) z Pr(>|z|)
sx 0.9813 2.6679 0.5412 1.813 0.0698 .
trt 1.1583 3.1847 0.4719 2.455 0.0141 *
logWBC 1.5834 4.8713 0.3427 4.620 3.83e-06 ***
sx:gt -2.1320 0.1186 1.0104 -2.110 0.0348 *
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
exp(coef) exp(-coef) lower .95 upper .95
sx 2.6679 0.3748 0.92367 7.7059
trt 3.1847 0.3140 1.26292 8.0307
logWBC 4.8713 0.2053 2.48853 9.5356
sx:gt 0.1186 8.4321 0.01637 0.8592
Concordance= 0.865 (se = 0.039 )
Likelihood ratio test= 52.16 on 4 df, p=1e-10
Wald test = 38.25 on 4 df, p=1e-07
Score (logrank) test = 57.08 on 4 df, p=1e-11
Stratified Cox Model
stratified cox model也是针对协变量不满足PHA提出的,这里的思想是对不满足PHA的协变量分层,将每个协变量分成两部分,分别是满足PHA的部分和不满足的部分。
协变量的效果在一个层(部分)里是一样的,即层内没有interaction,效果是常数,这就是Non-interaction assumption。
对于”no interaction“的model,每个层的baseline function都不一样,但指数项系数一致;
考虑interaction的模型baseline function
h
0
h_0
h0和系数每层都不一样。
phm_si=coxph(S~strata(sx)+trt+logWBC+sx:logWBC+sx:trt)
#strata函数对sx分层
summary(phm_si)
Call:
coxph(formula = S ~ strata(sx) + trt + logWBC + sx:logWBC + sx:trt)
n= 66, number of events= 30
coef exp(coef) se(coef) z Pr(>|z|)
trt 0.3113 1.3652 0.5636 0.552 0.5807
logWBC 1.2061 3.3406 0.5035 2.396 0.0166 *
logWBC:sx 0.5366 1.7102 0.7352 0.730 0.4655
trt:sx 1.6666 5.2942 0.9295 1.793 0.0730 .
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
exp(coef) exp(-coef) lower .95 upper .95
trt 1.365 0.7325 0.4524 4.120
logWBC 3.341 0.2993 1.2452 8.962
logWBC:sx 1.710 0.5847 0.4048 7.226
trt:sx 5.294 0.1889 0.8562 32.735
Concordance= 0.797 (se = 0.058 )
Likelihood ratio test= 35.83 on 4 df, p=3e-07
Wald test = 21.69 on 4 df, p=2e-04
Score (logrank) test = 33.15 on 4 df, p=1e-06