coxsimLinear: Simulate quantities of interest for covariates from Cox...
In simPH: Simulate and Plot Estimates from Cox Proportional Hazards Models

Description Usage Arguments Details Value References See Also Examples

Simulates relative hazards, first differences, hazard ratios, and hazard rates for linear, non-time interacted covariates from Cox Proportional Hazard models. These can be plotted with simGG.

coxsimLinear(
  obj,
  b,
  qi = "Relative Hazard",
  Xj = NULL,
  Xl = NULL,
  means = FALSE,
  nsim = 1000,
  ci = 0.95,
  spin = FALSE,
  extremesDrop = TRUE
)

`obj`	a `coxph` class fitted model object.
`b`	character string name of the coefficient you would like to simulate.
`qi`	quantity of interest to simulate. Values can be `"Relative Hazard"`, `"First Difference"`, `"Hazard Ratio"`, and `"Hazard Rate"`. The default is `qi = "Relative Hazard"`. If `qi = "Hazard Rate"` and the `coxph` model has strata, then hazard rates for each strata will also be calculated.
`Xj`	numeric vector of fitted values for `b` to simulate for.
`Xl`	numeric vector of values to compare `Xj` to. Note if `code = "Relative Hazard"` only `Xj` is relevant.
`means`	logical, whether or not to use the mean values to fit the hazard rate for covaraiates other than `b`. Note: EXPERIMENTAL. `lines` are not currently supported in `simGG` if `means = TRUE`.
`nsim`	the number of simulations to run per value of X. Default is `nsim = 1000`. Note: it does not currently support models that include polynomials created by `I`.
`ci`	the proportion of simulations to keep. The default is `ci = 0.95`, i.e. keep the middle 95 percent. If `spin = TRUE` then `ci` is the confidence level of the shortest probability interval. Any value from 0 through 1 may be used.
`spin`	logical, whether or not to keep only the shortest probability interval rather than the middle simulations. Currently not supported for Hazard Rates.
`extremesDrop`	logical whether or not to drop simulated quantity of interest values that are `Inf`, `NA`, `NaN` and > 1000000 for `spin = FALSE` or > 800 for `spin = TRUE`. These values are difficult to plot `simGG` and may prevent `spin` from finding the central interval.

coxsimLinear simulates relative hazards, first differences, and hazard ratios for linear covariates that are not interacted with time or nonlinearly transformed from models estimated with coxph using the multivariate normal distribution. These can be plotted with simGG.

a simlinear, coxsim object

Gandrud, Christopher. 2015. simPH: An R Package for Illustrating Estimates from Cox Proportional Hazard Models Including for Interactive and Nonlinear Effects. Journal of Statistical Software. 65(3)1-20.

Licht, Amanda A. 2011. ”Change Comes with Time: Substantive Interpretation of Nonproportional Hazards in Event History Analysis.” Political Analysis 19: 227-43.

King, Gary, Michael Tomz, and Jason Wittenberg. 2000. ”Making the Most of Statistical Analyses: Improving Interpretation and Presentation.” American Journal of Political Science 44(2): 347-61.

Liu, Ying, Andrew Gelman, and Tian Zheng. 2013. ”Simulation-Efficient Shortest Probability Intervals.” Arvix. https://arxiv.org/pdf/1302.2142v1.pdf.

simGG.simlinear, survival, strata, and coxph

# Load Carpenter (2002) data
data("CarpenterFdaData")

# Load survival package
library(survival)

# Run basic model
M1 <- coxph(Surv(acttime, censor) ~ prevgenx + lethal +
            deathrt1 + acutediz + hosp01  + hhosleng +
            mandiz01 + femdiz01 + peddiz01 + orphdum +
            vandavg3 + wpnoavg3 + condavg3 + orderent +
            stafcder, data = CarpenterFdaData)

# Simulate Hazard Ratios
Sim1 <- coxsimLinear(M1, b = "stafcder",
                     Xj = c(1237, 1600),
                     Xl = c(1000, 1000),
                     qi = "Hazard Ratio",
                     spin = TRUE, ci = 0.99)

## Not run: 
# Simulate Hazard Rates
Sim2 <- coxsimLinear(M1, b = "stafcder",
                      Xj = 1237,
                      ci = 0.99)

## End(Not run)