coxph(formula=formula(data), data=sys.parent(), subset, na.action, weights, eps=0.0001, init, iter.max=10, method=c("efron","breslow","exact"), singular.ok=T, robust, model=F, x=F, y=T)
formula
| 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, or in the subset and the weights argument. |
subset
| expression saying that only a subset of the rows of the data should be used in the fit. |
na.action
| a missing-data filter function, applied to the model.frame, after any subset argument has been used. Default is options()$na.action. |
weights
| case weights. |
eps
| convergence criteria. Iteration will continue until relative change in log-likelihood is less than eps. Default is .0001. |
init
| vector of initial values of the iteration. Default initial value is zero for all variables. |
iter.max
| maximum number of iterations to perform. Default is 10. |
method
| method for tie handling. If there are no tied death times all the methods are equivalent. Nearly all Cox regression programs use the Breslow method by default, but not this one. The Efron approximation is used as the default here, as it is much more accurate when dealing with tied death times, and is as efficient computaionally. The exact method computes the exact partial likelihood, which is equivalent to a conditional logistic model. If there are a large number of ties the computational time will be excessive. |
singular.ok
| If TRUE, the program will automatically skip over columns of the X matrix that are linear combinations of earlier columns. In this case the coefficients for such columns will be NA, and the variance matrix will contain zeros. For ancillary calculations, such as the linear predictor, the missing coefficients are treated as zeros. |
robust
| if TRUE a robust variance estimate is returned. Default is TRUE if the model includes a cluster() operative, FALSE otherwise. |
model,x,y
| flags to control what is returned. If these are true, then the model frame, the model matrix, and/or the response is returned as components of the fitted model, with the same names as the flag arguments. |
P. Andersen and R. Gill. "Cox's regression model for counting processes, a large sample study", Annals of Statistics, 10:1100-1120, 1982.
T.Therneau, P. Grambsch, and T.Fleming. "Martingale based residuals for survival models", Biometrika, March 1990.
survfit
, Surv
, strata
.# Create the simplest test data set # > test1 <- list(time= c(4, 3,1,1,2,2,3), status=c(1,NA,1,0,1,1,0), x= c(0, 2,1,1,1,0,0), sex= c(0, 0,0,0,1,1,1)) > coxph( Surv(time, status) ~ x + strata(sex), test1) #stratified model # # Create a simple data set for a time-dependent model # > test2 <- list(start=c(1, 2, 5, 2, 1, 7, 3, 4, 8, 8), stop =c(2, 3, 6, 7, 8, 9, 9, 9,14,17), event=c(1, 1, 1, 1, 1, 1, 1, 0, 0, 0), x =c(1, 0, 0, 1, 0, 1, 1, 1, 0, 0) ) > summary( coxph( Surv(start, stop, event) ~ x, test2))