pseudoPoisPHMM {phmm} | R Documentation |
Function for generating a pseudo Poisson data set which can be used to fit a PHMM using GLMM software. This follows the mixed-model extension Whitehead (1980), who described how to fit Cox (fixed effects) models with GLM software.
pseudoPoisPHMM(x)
x |
an object of class phmm . |
A data.frame
with columns:
time |
the event time; |
N |
the number at risk at time time ; |
m |
the number at risk (in the same cluster with same covariates) at time time ; |
cluster |
the integer cluster indicator; |
N |
the number at risk at time time ; |
fixed effects covariates |
denoted z1 , z2 , etc.; |
random effects covariates |
denoted w1 , w2 , etc.; |
linear.predictors |
the linear predictors from the phmm fit (excluding the cumulative hazard estimates. |
Whitehead, J. (1980). Fitting Cox's Regression Model to Survival Data using GLIM. Journal of the Royal Statistical Society. Series C, Applied statistics, 29(3). 268-.
## Not run: N <- 100 B <- 100 n <- 50 nclust <- 5 clusters <- rep(1:nclust,each=n/nclust) beta0 <- c(1,2) set.seed(13) #generate phmm data set Z <-cbind(Z1=sample(0:1,n,replace=TRUE), Z2=sample(0:1,n,replace=TRUE), Z3=sample(0:1,n,replace=TRUE)) b <- cbind(rep(rnorm(nclust), each=n/nclust), rep(rnorm(nclust), each=n/nclust)) Wb <- matrix(0,n,2) for( j in 1:2) Wb[,j] <- Z[,j]*b[,j] Wb <- apply(Wb,1,sum) T <- -log(runif(n,0,1))*exp(-Z[,c('Z1','Z2')]%*%beta0-Wb) C <- runif(n,0,1) time <- ifelse(T<C,T,C) event <- ifelse(T<=C,1,0) mean(event) phmmdata <- data.frame(Z) phmmdata$cluster <- clusters phmmdata$time <- time phmmdata$event <- event fit.phmm <- phmm(Surv(time, event)~Z1+Z2+cluster(cluster), ~-1+Z1+Z2, phmmdata, Gbs = 100, Gbsvar = 1000, VARSTART = 1, NINIT = 10, MAXSTEP = 100, CONVERG=90) # Same data can be fit with lmer, # though the correlation structures are different. poisphmmdata <- pseudoPoisPHMM(fit.phmm) library(lme4) fit.lmer <- lmer(m~-1+as.factor(time)+z1+z2+ (-1+w1+w2|cluster)+offset(log(N)), poisphmmdata, family=poisson) fixef(fit.lmer)[c("z1","z2")] fit.phmm$coef VarCorr(fit.lmer)$cluster fit.phmm$Sigma logLik(fit.lmer) fit.phmm$loglik traceHat(fit.phmm) ## End(Not run)