coxph_fw {psfmi}

Predictor selection function for forward selection of Cox regression models in single complete dataset.

Description

coxph_bw Forward selection of Cox regression models in single complete dataset using as selection method the partial likelihood-ratio statistic.

Usage

coxph_fw(
  data,
  formula = NULL,
  status = NULL,
  time = NULL,
  predictors = NULL,
  p.crit = 1,
  cat.predictors = NULL,
  spline.predictors = NULL,
  int.predictors = NULL,
  keep.predictors = NULL,
  nknots = NULL
)

Arguments

data

A data frame.

formula

A formula object to specify the model as normally used by coxph. See under "Details" and "Examples" how these can be specified.

status

The status variable, normally 0=censoring, 1=event.

time

Survival time.

predictors

Character vector with the names of the predictor variables. At least one predictor variable has to be defined. Give predictors unique names and do not use predictor name combinations with numbers as, age2, gnder10, etc.

p.crit

A numerical scalar. P-value selection criterium. A value of 1 provides the pooled model without selection.

cat.predictors

A single string or a vector of strings to define the categorical variables. Default is NULL categorical predictors.

spline.predictors

A single string or a vector of strings to define the (restricted cubic) spline variables. Default is NULL spline predictors. See details.

int.predictors

A single string or a vector of strings with the names of the variables that form an interaction pair, separated by a “:” symbol.

keep.predictors

A single string or a vector of strings including the variables that are forced in the model during predictor selection. All type of variables are allowed.

nknots

A numerical vector that defines the number of knots for each spline predictor separately.

Details

A typical formula object has the form Surv(time, status) ~ terms. Categorical variables has to be defined as Surv(time, status) ~ factor(variable), restricted cubic spline variables as Surv(time, status) ~ rcs(variable, 3). Interaction terms can be defined as Surv(time, status) ~ variable1*variable2 or Surv(time, status) ~ variable1 + variable2 + variable1:variable2. All variables in the terms part have to be separated by a "+".

Value

An object of class smods (single models) from which the following objects can be extracted: original dataset as data, final selected model as RR_model_final, model at each selection step RR_model, p-values at final step multiparm_final, and at each step as multiparm, formula object at final step as formula_final, and at each step as formula_step and for start model as formula_initial, predictors included at each selection step as predictors_in, predictors excluded at each step as predictors_out, and time, status, p.crit, call, model_type, predictors_final for names of predictors in final selection step and predictors_initial for names of predictors in start model and keep.predictors for variables that are forced in the model during selection.

Author(s)

Martijn Heymans, 2021

References

http://missingdatasolutions.rbind.io/

Examples

lbpmicox1 <- subset(psfmi::lbpmicox, Impnr==1) # extract first imputed dataset
res_single <- coxph_bw(data=lbpmicox1, p.crit = 0.05, formula=Surv(Time, Status) ~
                           Previous +  Radiation + Onset + Age + Tampascale + 
                           Pain + JobControl + factor(Satisfaction), 
                           spline.predictors = "Function",
                           nknots = 3)
         
res_single$RR_model_final
res_single$multiparm_final