Saves information from a proportional hazards model fitted by RPHFIT (R.W. Payne).
Options
RESIDUALS = variate |
Saves the standardized residuals |
|---|---|
FITTEDVALUES = variate |
Saves the fitted values |
ESTIMATES = variate |
Saves estimates of the parameters |
SE = variate |
Saves standard errors of the estimates |
RESPONSE = variate |
Saves the response variate defined for the generalized linear model |
OFFSET = variate |
Saves the offset variate defined for the generalized linear model |
INDEX = variate |
Index variate used to produce the expanded covariates and factors |
RISKSET = factor |
Saves the expanded time factor |
_2LOGLIKELIHOOD = scalar |
Saves -2 × log-likelihood for the fitted model |
DFTERMS = scalar |
Saves the number of d.f. in the model specified by TERMS |
No parameters
Description
This procedure allows you to copy information into Genstat data structures from a proportional hazard model that has been fitted by procedure RPHFIT. You do not need to declare the structures in advance; Genstat will declare them automatically to be of the correct type and length.
The RESIDUALS and FITTEDVALUES options save the standardized residuals and the fitted values. The ESTIMATES and SE options save the parameter estimates and their standard errors. The RESPONSE and OFFSET options save the response variate and the offset variate that have been defined for the generalized linear model. The INDEX variate saves the variate of indexes used to construct the expanded x-variates and factors from original variates and factors of the model. The RISKSET option saves a variate indicating the time interval corresponding to each of their units. Finally, the _2LOGLIKELIHOOD option saves -2 times the log-likelihood, and the DFTERMS option saves the number of degrees of freedom in the model specified by TERMS.
Options: RESIDUALS, FITTEDVALUES, ESTIMATES, SE, RESPONSE, OFFSET, INDEX, RISKSET, _2LOGLIKELIHOOD, DFTERMS.
Parameters: none.
Method
The log-likelihood is calculated as described by Aitkin et al. (1989). The response variate and offset are recovered from a workspace structure that is defined by RPHFIT to hold details of the model. The other information is saved using RKEEP (which can also be used to save additional relevant output).
Reference
Aitkin, M., Anderson, A., Francis, B. & Hinde, J. (1989). Statistical Modelling in GLIM. Oxford University Press.
See also
Procedures: KAPLANMEIER, RLIFETABLE, RPHFIT, RPHCHANGE, RPHDISPLAY, RPHVECTORS, RPROPORTIONAL, RSTEST, RSURVIVAL.
Commands for: Survival analysis.
Example
CAPTION 'RPHKEEP example',\
'Data from Gehan (1965, Biometrika, 52, 203-223).';\
STYLE=meta,plain
VARIATE [VALUES=1,1,2,2,3,4,4,5,5,8,8,8,8,11,11,12,12,15,17,22,23,\
6,6,6,6,7,9,10,10,11,13,16,17,19,20,22,23,25,32,32,34,35] Time
& [VALUES=24(0),1,0,1,0,1,1,0,0,1,1,1,0,0,1,1,1,1,1] Censor
FACTOR [LABELS=!t(control,'6-mercaptopurine'); VALUES=21(1,2)] Treat
FACTOR [LEVELS=42; VALUES=1...42] Subject
RPHFIT [TIMES=Time; SUBJECTS=Subject; CENSORED=Censor]\
Treat
RPHKEEP [ESTIMATES=Param; SE=se; RESPONSE=Yvar; OFFSET=Offset;\
INDEX=Index; RISKSET=Interval]
PRINT Param,se
FACTOR [LABELS=!t(control,'6-mercaptopurine')] ExtTreat
CALCULATE ExtTreat = ELEMENTS(Treat; Index)
PRINT Yvar,Offset,Interval,ExtTreat