monosurv: Bayesian monotonic regression for time-to-event outcomes

Description Usage Arguments Value Author(s) References Examples

View source: R/monoreg.R

Description

This function implements an extended version of the Bayesian monotonic regression procedure described in Saarela & Arjas (2011), allowing for multiple additive monotonic components, and time-to-event outcomes through case-base sampling. Logistic/multinomial regression is fitted if no time variable is present. The extension and its applications, including estimation of absolute risks, are described in Saarela & Arjas (2015). The example below does logistic regression; for an example of modeling a time-to-event outcome, please see the documentation for the dataset risks.

Usage

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monosurv(niter=15000, burnin=5000, adapt=5000, refresh=10, thin=5, 
         birthdeath=10, timevar=0, seed=1, rhoa=0.1, rhob=0.1, 
         years=NULL, deltai=0.1, drange=2.0, predict, include, 
         casestatus, sprob=NULL, offset=NULL, tstart=NULL, axes, 
         covariates, ccovariates=NULL, settozero, package, cr=NULL)

Arguments

niter

Total number of MCMC iterations.

burnin

Number of iterations used for burn-in period.

adapt

Number of iterations used for adapting Metropolis-Hastings proposals.

refresh

Interval for producing summary output of the state of the MCMC sampler.

thin

Interval for saving the state of the MCMC sampler.

birthdeath

Number of birth-death proposals attempted at each iteration.

timevar

Number identifying the column in argument axes representing a time variable. Zero if no time variable is present, in which case a logistic/multinomial regression is fitted (instead of a hazard regression).

seed

Seed for the random generator.

rhoa

Shape parameter of a Gamma hyperprior for the Poisson process rate parameters.

rhob

Scale parameter of a Gamma hyperprior for the Poisson process rate parameters.

years

Time period over which absolute risks are calculated (on a time scale scaled to zero-one interval; optional).

deltai

Range for a uniform proposal for the function level parameters.

drange

Allowed range for the monotonic function components, on log-rate/log-odds scale.

predict

Indicator vector for the observations for which absolute risks are calculated (not included in the likelihood expression).

include

Indicator vector for the observations to be included in the likelihood expression.

casestatus

An integer vector indicating the case status (0=censoring, 1=event of interest, 2=competing event).

sprob

Vector of sampling probabilities/rates for each person/person-moment (optional).

offset

Vector of offset terms to be included in the linear predictor of the events of interest (optional).

tstart

Vector of entry times on a time scale scaled to zero-one interval (optional).

axes

A matrix where the columns specify the covariate axes in the non-parametrically specified regression functions. Each variable here must be scaled to zero-one interval.

covariates

A matrix of additional covariates to be included in the linear predictor of the events of interest. Must include at least a vector of ones to specify an intercept term.

ccovariates

A matrix of additional covariates to be included in the linear predictor of the competing events (optional).

settozero

A zero-one matrix specifying the point process construction. Each row represents a point process, while columns correspond to the columns of the argument axes, indicating whether the column is one of the dimensions specifying the domain of the point process. (See function getcmat.)

package

An integer vector specifying the additive component into which each point process (row) specified in argument settozero is placed.

cr

A zero-one vector indicating the additive components to be placed in the linear predictor of the competing causes (optional).

Value

A list with elements

steptotal

A sample of total number of points in the marked point process construction.

steps

A sample of the number of points used per each additive component.

rho

A sample of the Poisson process rate parameters (one per each point process specified).

loglik

A sample of log-likelihood values.

beta

A sample of regression coefficients for the variables specified in the argument covariates.

betac

A sample of regression coefficients for the variables specified in the argument ccovariates.

phi

A sample of non-parametric regression function levels for each observation specified in the argument predict.

risk

A sample of absolute risks of the event of interest for each observation specified in the argument predict.

crisk

A sample of absolute risks of the competing event for each observation specified in the argument predict.

Author(s)

Olli Saarela <[email protected]>

References

Saarela O., Arjas E. (2011). A method for Bayesian monotonic multiple regression. Scandinavian Journal of Statistics, 38:499–513.

Saarela O., Arjas E. (2015). Non-parametric Bayesian hazard regression for chronic disease risk assessment. Scandinavian Journal of Statistics, 42:609–626.

Examples

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library(monoreg)
set.seed(1)
# nobs <- 1000
nobs <- 50
x1 <- runif(nobs)
x2 <- runif(nobs)

# 6 different monotonic regression surfaces:
# mu <- sqrt(x1)
mu <- 0.5 * x1 + 0.5 * x2
# mu <- pmin(x1, x2)
# mu <- 0.25 * x1 + 0.25 * x2 + 0.5 * (x1 + x2 > 1.0)
# mu <- 0.25 * x1 + 0.25 * x2 + 0.5 * (pmax(x1, x2) > 0.5)
# mu <- ifelse((x1 - 1.0)^2 + (x2 - 1.0)^2 < 1.0, sqrt(1.0 - (x1 - 1.0)^2 - (x2 - 1.0)^2), 0.0)

y <- rbinom(nobs, 1, mu)

# results <- monosurv(niter=15000, burnin=5000, adapt=5000, refresh=10, 
results <- monosurv(niter=5000, burnin=2500, adapt=2500, refresh=10, 
                    thin=5, birthdeath=10, seed=1, 
                    rhoa=0.1, rhob=0.1, deltai=0.5, drange=10.0, 
                    predict=rep(1.0, nobs), include=rep(1.0, nobs), 
                    casestatus=y, axes=cbind(x1,x2), covariates=rep(1.0, nobs),
                    settozero=getcmat(2), package=rep(1,3))

# pdf(file.path(getwd(), 'pred3d.pdf'), width=6.0, height=6.0, paper='special')
op <- par(mar=c(2,2,0,0), oma=c(0,0,0,0), mgp=c(2.5,1,0), cex=0.75)
pred <- colMeans(results$risk)
idx <- order(pred, decreasing=TRUE)

tr <- persp(z=matrix(c(NA,NA,NA,NA), 2, 2), zlim=c(0,1), 
            xlim=c(0,1), ylim=c(0,1),
            ticktype='detailed', theta=-45, phi=25, ltheta=25, 
            xlab='X1', ylab='X2', zlab='mu')
for (i in 1:nobs) {
    lines(c(trans3d(x1[idx[i]], x2[idx[i]], 0.0, tr)$x, 
            trans3d(x1[idx[i]], x2[idx[i]], pred[idx[i]], tr)$x),
          c(trans3d(x1[idx[i]], x2[idx[i]], 0.0, tr)$y, 
            trans3d(x1[idx[i]], x2[idx[i]], pred[idx[i]], tr)$y),
          col='gray70')
}
points(trans3d(x1[idx], x2[idx], pred[idx], tr), pch=21, bg='white')
par(op)
# dev.off()

monoreg documentation built on Nov. 17, 2017, 7:34 a.m.

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