Dear List: I have a data frame prepared in the couting process style for including a binary time-dependent covariate. The first few rows look like this.
PtNo Start End Status Imp 1 1 0 608.0 0 0 2 2 0 513.0 0 0 3 2 513 887.0 0 1 4 3 0 57.0 0 0 5 3 57 604.0 0 1 6 4 0 150.0 1 0 The outcome is mortality and the covariate is for an implantable defibrillator, so it is expected that the implant would reduce the risk of death. The results of fitting coxph (survival package) are: Call: coxph(formula = Surv(Start, End, Status) ~ Imp, data = nina.excl) coef exp(coef) se(coef) z p Imp 0.163 1.18 0.485 0.337 0.74 Likelihood ratio test=0.11 on 1 df, p=0.738 n= 335 Since this was unexpected, I created a non-counting process data frame with an indicator variable representing received an implant or not. Here are the results: Call: coxph(formula = Surv(Days, Dead) ~ Implant, data = nina.excl0) coef exp(coef) se(coef) z p Implant -1.77 0.171 0.426 -4.15 3.3e-05 Likelihood ratio test=19.1 on 1 df, p=1.21e-05 n= 197 I found this degree of discrepancy surprising, especially the point estimate of the coefficient. I have verified the data frames are set up correctly. Here is what I have tried to understand what is going on. I tried fitting models adjusted for other covariates that I have in the data frame. This did not appreciably affect the coefficients for the implant variable. I ran cox.zph on the two models shown above and plotted the results. In both cases, the point estimate of Beta(t) is sort of parabolic in that the curves are monotonically increasing to a local maximum after which they are monotonically decreasing (the CIs are a bit more wiggly). I would interpret this to mean that the effect of implant is probably time-dependent. If so, how do I actually get a "proper" estimate of beta(t) for a variable like this? Are there some other things I should look at to understand what's going on? Here is my sessionInfo. R version 2.5.0 (2007-04-23) i686-pc-linux-gnu locale: LC_CTYPE=en_US.UTF-8;LC_NUMERIC=C;LC_TIME=en_US.UTF-8;LC_COLLATE=en_US.UTF-8;LC_MONETARY=en_US.UTF-8;LC_MESSAGES=en_US.UTF-8;LC_PAPER=en_US.UTF-8;LC_NAME=C;LC_ADDRESS=C;LC_TELEPHONE=C;LC_MEASUREMENT=en_US.UTF-8;LC_IDENTIFICATION=C attached base packages: [1] "splines" "stats" "graphics" "grDevices" "utils" "datasets" [7] "methods" "base" other attached packages: cmprsk survival "2.1-7" "2.31" -- Kevin E. Thorpe Biostatistician/Trialist, Knowledge Translation Program Assistant Professor, Department of Public Health Sciences Faculty of Medicine, University of Toronto email: [EMAIL PROTECTED] Tel: 416.864.5776 Fax: 416.864.6057 ______________________________________________ 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.