flexrsurv is used to fit relative survival regression model.
Time dependent variables, non-proportionnal (time dependent) effects,
non-linear effects are implemented using Splines (B-spline and truncated power basis).
Simultaneously non linear and non proportional effects are implemented
using approaches developed by Remontet et al.(2007) and Mahboubi et al. (2011).
a formula object, with the response on the left of a ~ operator, and the terms on the
right. The response must be a survival object as returned by the Surv function.
data
a data.frame in which to interpret the variables named in the formula.
knots.Bh
the internal breakpoints that define the spline used to estimate the baseline hazard.
Typical values are the mean or median for one knot, quantiles for more knots.
degree.Bh
degree of the piecewise polynomial of the baseline hazard. Default is 3 for cubic splines.
Spline
a character string specifying the type of spline basis. "b-spline" for B-spline basis,
"tp-spline" for truncated power basis and "tpi-spline" for monotone (increasing) truncated power basis.
log.Bh
logical value: if TRUE, an additional basis equal to log(time) is added to the spline bases of time.
bhlink
logical value: if TRUE, log of baseline hazard is modelled, if FALSE, the baseline hazard is out of the log.
Min_T
minimum of time period which is analysed. Default is max(0.0, min(bands) ).
Max_T
maximum of time period which is analysed. Default is max(c(bands, timevar))
model
character string specifying the type of model for both non-proportionnal and non linear effects.
The model method=="additive" assumes effects as explained in Remontet et al.(2007), the model method=="multiplicative" assumes effects as explained in Mahboubi et al. (2011).
rate
an optional vector of the background rate for a relevant comparative population to be used in the fitting process. Should be a numeric vector (for relative survival model).
rate is evaluated in the same way as variables in formula, that is first
in data and then in the environment of formula.
weights
an optional vector of weights to be used in the fitting process. Should be NULL or a numeric vector. If not null, the total likelihood is the weighted sum of individual likelihood.
na.action
a missing-data filter function, applied to the model.frame, after any subset argument has been used.
Default is options()$na.action.
int_meth
character string specifying the the numerical integration method. Possible values are
"CAV_SIM" for Cavalieri-Simpson's rule, "SIM_3_8" for the Simpson's 3/8 rule,
"BOOLE" for the Boole's rule, or "BANDS" for the midpoint rule with specified bands.
bands
bands used to split data in the numerical integration when int_meth="BANDS").
stept
scalar value of the time-step in numerical integration. It is required only when int_meth="CAV_SIM" or "SIM_3_8" or "BOOLE".
If no value is supplied, Max_T/500 is used.
init
starting values of the parameters.
initbyglm
a logical value indicating indicating how are found or refined init values. If TRUE, the fitting method described in Remontet et al.(2007) is ued to find or refine starting values. This may speedup the fit. If FALSE, the maximisation of the likelihood starts at values given in init. If init=NULL, the starting values correspond to a constant net hazard equal to the ratio of the number of event over the total number of person-time.
initbands
bands used to split data when initbyglm=TRUE.
optim.control
a list of control parameters passed to the optim() function.
optim_meth
method to be used to optimize the likelihood.
See optim.
control.glm
a list of control parameters passed to the glm() function when method="glm".
vartype
character string specifying the type of variance matrix computed by flexrsurv: the inverse of the hessian matrix computed at the MLE estimate (ie. the inverse of the observed information matrix) if vartype="oim", the inverse of the outer product of the gradients if vartype="opg". The variance is not computed when vartype="none".
debug
control the volum of intermediate output
...
unused arguments
Details
A full description of the additive and the multiplicative both non-linear and non-proportional models is given respectively in Remontet (2007) and Mahboubi (2011).
flexrsurv.ll is the workhorse function: it is not normally called
directly.
Value
flexrsurv returns an object of class "flexrsurv".
An object of class "flexrsurv" is a list containing at least the following components:
coefficients
a named vector of coefficients
loglik
the log-likelihood
var
estimated covariance matrix for the estimated coefficients
informationMatrix
estimated information matrix
init
vector of the starting values supplied
converged
logical, Was the optimlizer algorithm judged to have converged?
linear.predictors
the linear fit on link scale
fitted.values
the estimated value of the hazard rate at each event time, obtained by transforming the linear predictors by the inverse of the link function
cumulative.hazard
the estimated value of the cumulative hazard in the time interval
call
the matched call
formula
the formula supplied
terms
the terms object used
data
the data argument
rate
the rate vector used
time
the time vector used
workingformula
the formula used by the fitter
optim.control
the value of the optim.control argument supplied
control.glm
the value of the control.glm argument supplied
method
the name of the fitter function used
References
Mahboubi, A., M. Abrahamowicz, et al. (2011). "Flexible modeling of the effects of continuous prognostic factors in relative survival." Stat Med 30(12): 1351-1365. Sexpr[results=rd,stage=build]{tools:::Rd_expr_doi("DOI:10.1002/sim.4208")}
Remontet, L., N. Bossard, et al. (2007). "An overall strategy based on regression models to estimate relative survival and model the effects of prognostic factors in cancer survival studies." Stat Med 26(10): 2214-2228. Sexpr[results=rd,stage=build]{tools:::Rd_expr_doi("10.1002/sim.2656")}
See Also
print.flexrsurv,
summary.flexrsurv,
NPH,
NLL, and
NPHNLL.
Examples
# data from package relsurv
data(rdata, package="relsurv")
# rate table from package relsurv
data(slopop, package="relsurv")
# get the death rate from slopop for rdata
rdata$iage <- findInterval(rdata$age*365.24, attr(slopop, "cutpoints")[[1]])
rdata$iyear <- findInterval(rdata$year, attr(slopop, "cutpoints")[[2]])
therate <- rep(-1, dim(rdata)[1])
for( i in 1:dim(rdata)[1]){
therate[i] <- slopop[rdata$iage[i], rdata$iyear[i], rdata$sex[i]]
}
rdata$slorate <- therate
# change sex coding
rdata$sex01 <- rdata$sex -1
# centering age
rdata$agec <- rdata$age- 60
# fit a relative survival model with a non linear effect of age
fit <- flexrsurv(Surv(time,cens)~sex01+NLL(age, Knots=60, Degree=3),
rate=slorate, data=rdata,
knots.Bh=1850, # one interior knot at 5 years
degree.Bh=3,
Spline = "b-spline",
initbyglm=TRUE,
int_meth= "BOOLE",
step=50
)
summary(fit, correlation=TRUE)