Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-22 Thread Shi, Tao
> > > Best, > > > > ...Tao > > > > > > > > > > > > - Original Message ---- > >> From: David Winsemius > >> To: David Winsemius > >> Cc: "Shi, Tao" ; r-help@r-project.org; > >> dieter.me

Re: [R] calculating martingale residual on new data using

2010-11-22 Thread Shi, Tao
Thank you for the advice, Frank! ...Tao - Original Message > From: Frank Harrell > To: r-help@r-project.org > Sent: Sun, November 21, 2010 5:49:36 AM > Subject: Re: [R] calculating martingale residual on new data using > > > The tendency is to use residual-li

Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-22 Thread Shi, Tao
Thank you, Terry! - Original Message > From: Terry Therneau > To: "Shi, Tao" > Cc: r-help@r-project.org; dieter.me...@menne-biomed.de; r_ting...@hotmail.com > Sent: Mon, November 22, 2010 6:11:15 AM > Subject: Re: calculating martingale residual on new data using "predict.coxph" >

Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-22 Thread Terry Therneau
This feature has been added in survival 2.36-1, which is now on CRAN. (2.36-2 should appear in another day or so) Terry T. -begin included message I was trying to use "predict.coxph" to calculate martingale residuals on a test data, however, as pointed out before http://to

Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-21 Thread David Winsemius
ensor argument)? -- David Best, ...Tao - Original Message From: David Winsemius To: David Winsemius Cc: "Shi, Tao" ; r-help@r-project.org; dieter.me...@menne-biomed.de; r_ting...@hotmail.com Sent: Fri, November 19, 2010 10:53:26 AM Subject: Re: [R] calculating martingale

Re: [R] calculating martingale residual on new data using

2010-11-21 Thread Frank Harrell
The tendency is to use residual-like diagnostics on the entire dataset that was available for model development. For test data we typically run predictive accuracy analyses. For example, one of the strongest validations is to show, in a high-resolution calibration plot, that absolute predictions

Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-21 Thread Shi, Tao
> To: David Winsemius > Cc: "Shi, Tao" ; r-help@r-project.org; >dieter.me...@menne-biomed.de; r_ting...@hotmail.com > Sent: Fri, November 19, 2010 10:53:26 AM > Subject: Re: [R] calculating martingale residual on new data using >"predict.coxph" > &g

Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-19 Thread David Winsemius
On Nov 19, 2010, at 12:50 PM, David Winsemius wrote: On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: Hi list, I was trying to use "predict.coxph" to calculate martingale residuals on a test data, however, as pointed out before What about resid(fit) ? It's my reading of Therneau & Gramsc

Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-19 Thread Shi, Tao
ail.com > Sent: Fri, November 19, 2010 9:50:06 AM > Subject: Re: [R] calculating martingale residual on new data using >"predict.coxph" > > > On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: > > > Hi list, > > > > I was trying to use "predict.co

Re: [R] calculating martingale residual on new data using "predict.coxph"

2010-11-19 Thread David Winsemius
On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote: Hi list, I was trying to use "predict.coxph" to calculate martingale residuals on a test data, however, as pointed out before What about resid(fit) ? It's my reading of Therneau & Gramsch [and of help(coxph.object) ] that they consider thos

[R] calculating martingale residual on new data using "predict.coxph"

2010-11-19 Thread Shi, Tao
Hi list, I was trying to use "predict.coxph" to calculate martingale residuals on a test data, however, as pointed out before http://tolstoy.newcastle.edu.au/R/e4/help/08/06/13508.html predict(mycox1, newdata, type="expected") is not implemented yet. Dieter suggested to use 'cph' and 'predict