On Apr 14, 2011, at 16:52 , Ivo Shterev wrote:
> Dear Dr. Therneau,
>
> Thank you for your response. Just to point out that we didn't experience any
> problems with the lm() function under R version 2.12.2 (2011-02-25):
I couldn't reproduce it from Terry's description either, but there _is_ an
issue which parallels the coxph one: In model.frame.lm, we have
function (formula, ...)
{
dots <- list(...)
nargs <- dots[match(c("data", "na.action", "subset"), names(dots),
0)]
if (length(nargs) || is.null(formula$model)) {
fcall <- formula$call
fcall$method <- "model.frame"
fcall[[1L]] <- as.name("lm")
fcall[names(nargs)] <- nargs
env <- environment(formula$terms)
if (is.null(env))
env <- parent.frame()
eval(fcall, env, parent.frame())
}
else formula$model
}
<environment: namespace:stats>
So under some circumstances, we evaluate formula$call (where "formula" is
actually an "lm" object --- and age-old design infelicity) with modified
arguments. This evaluation takes place in the environment of the model formula,
nested in the parent frame, but neither necessarily contains the arguments to
formula$call:
> t3
function(dat,fm)
{
model.frame(lm(fm,data=dat),subset=1:5)
}
> testdat
otime event x
1 0.84345726 0 -0.4456620
2 0.57661027 0 1.2240818
3 1.32905487 0 0.3598138
4 0.03157736 0 0.4007715
5 0.05621098 0 0.1106827
6 0.31650122 1 -0.5558411
7 0.31422729 1 1.7869131
8 0.14526680 1 0.4978505
9 2.72623646 1 -1.9666172
10 0.02915345 1 0.7013559
> fm2
otime ~ x
> t3(testdat,fm2)
Error in model.frame(formula = fm, data = dat, subset = 1:5, drop.unused.levels
= TRUE) :
object 'fm' not found
It looks more than a bit iffy to try and set this right. One suggestion could
be to explicitly replace the formula part of fcall with the formula contained
in the model object. Or, the original evaluation frame should be kept with the
model object and used rather than parent.frame().
This should probably move to r-devel.
>
>> set.seed(123)
>> testdat=data.frame(y=rexp(10),event=rep(0:1,each=5),x=rnorm(10))
>> testfm=as.formula('y~x')
>>
>> testfun=function(dat,fm)
> + {
> + predict(lm(fm,data=dat),newdata=dat)
> + }
>> testfun(testdat,testfm)
> 1 2 3 4 5 6
> 1.00414971 0.07061335 0.55381658 0.53091759 0.69310319 1.06574974
> 7 8 9 10
> -0.24405980 0.47664172 1.85449993 0.36286396
>> sessionInfo()
> R version 2.12.2 (2011-02-25)
> Platform: x86_64-pc-linux-gnu (64-bit)
>
> locale:
> [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
> [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
> [5] LC_MONETARY=C LC_MESSAGES=en_US.UTF-8
> [7] LC_PAPER=en_US.UTF-8 LC_NAME=C
> [9] LC_ADDRESS=C LC_TELEPHONE=C
> [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> loaded via a namespace (and not attached):
> [1] tools_2.12.2
>>
>
>
> Regards
> Ivo
>
>
>
> --- On Thu, 4/14/11, Terry Therneau <thern...@mayo.edu> wrote:
>
>> From: Terry Therneau <thern...@mayo.edu>
>> Subject: Re: predict()
>> To: "Ivo Shterev" <idc...@yahoo.com>
>> Cc: r-h...@r-project.org
>> Date: Thursday, April 14, 2011, 2:59 PM
>> --- begin included message ---
>> I am experimenting with the function predict() in two
>> versions of R and
>> the R extension package "survival".
>>
>> library(survival)
>>
>> set.seed(123)
>> testdat=data.frame(otime=rexp(10),event=rep(0:1,each=5),x=rnorm(10))
>> testfm=as.formula('Surv(otime,event)~x')
>>
>> testfun=function(dat,fm)
>> {
>>
>> predict(coxph(fm,data=dat),type='lp',newdata=dat)
>> }
>>
>> -- end inclusion ----
>>
>> The question was: this works under survival 2.35-8, but
>> not survival
>> 2.36-5
>>
>> Answer: The predict and underlying model.frame functions
>> for coxph were
>> brought into line with lm and other models. The major
>> advantage is that
>> I now deal with factors and data dependent predictors like
>> ns()
>> correctly.
>> You've shown a disadvantage of which I was not
>> aware. Using your
>> example but replacing coxph() by lm() with otime ~x as the
>> model I get a
>> similar failure. I'd like to ask a wider audience of
>> R-devel since it
>> is bigger than coxph.
>>
>> Terry Therneau
>>
>>
>>
>
> ______________________________________________
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> and provide commented, minimal, self-contained, reproducible code.
--
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd....@cbs.dk Priv: pda...@gmail.com
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