Description Usage Arguments Details Value References See Also Examples
coxsimtvc
simulates timevarying hazards from
coxph fitted model objects using the normal distribution.
1 2 3 
obj 
a coxph fitted model object with a time interaction. 
b 
the nontime interacted variable's name. 
btvc 
the time interacted variable's name. 
qi 
character string indicating what quantity of
interest you would like to calculate. Can be

Xj 
numeric vector of fitted values for Xj. Must be
the same length as Xl. Default is 
Xl 
numeric vector of fitted values for Xl. Must be
the same length as Xj. Default is 
nsim 
the number of simulations to run per point in
time. Default is 
tfun 
function of time that btvc was multiplied by.
Default is "linear". Can also be "log" (natural log) and
"power". If 
pow 
if 
from 
point in time from when to begin simulating coefficient values 
to 
point in time to stop simulating coefficient values 
by 
time intervals by which to simulate coefficient values 
ci 
the proportion of middle simulations to keep.
The default is 
strata 
logical for whether or not the coxph model used stratification and you would like to simulate the hazard rates for each strata 
Simulates timevarying relative hazards, first
differences, and hazard ratios using parameter estimates
from coxph
models. Can also simulate hazard rates
for multiple strata.
Relative hazards are found using:
RH = e^{β_{1} + β_{2}f(t)}
where f(t) is the function of time.
First differences are found using:
FD = (e^{(X_{j}  X_{l}) (β_{1} + β_{2}f(t))}  1) * 100
where X_{j} and X_{l} are some values of X to contrast.
Hazard ratios are calculated using:
FD = e^{(X_{j}  X_{l}) (β_{1} + β_{2}f(t))}
When simulating
nonstratifed timevarying harzards coxsimtvc
uses
the point estimates for a given coefficient
\hat{β}_{x} and its time interaction
\hat{β}_{xt} along with the variance matrix
(\hat{V}(\hat{β})) estimated from a
coxph
model. These are used to draw values of
β_{x} and β_{xt} from the
multivariate normal distribution N(\hat{β},\:
\hat{V}(\hat{beta})).
When simulating stratified timevarying hazard rates
H for a given strata k, coxsimtvc
uses:
H_{kx} = \hat{β_{k0}}\exp{\hat{β_{x}} + β_{xt}(t)}
The resulting simulation values can be
plotted using ggtvc
.
a simtvc object
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.
ggtvc
, rmultinorm
,
survival
, strata
, and
coxph
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45  # Load Golub & Steunenberg (2007) Data
data("GolubEUPData")
# Load survival package
library(survival)
# Create natural log time interactions
Golubtvc < function(x){
assign(paste0("l", x), tvc(GolubEUPData, b = x, tvar = "end", tfun = "log"))
}
GolubEUPData$Lcoop <Golubtvc("coop")
GolubEUPData$Lqmv < Golubtvc("qmv")
GolubEUPData$Lbacklog < Golubtvc("backlog")
GolubEUPData$Lcodec < Golubtvc("codec")
GolubEUPData$Lqmvpostsea < Golubtvc("qmvpostsea")
GolubEUPData$Lthatcher < Golubtvc("thatcher")
# Run Cox PH Model
M1 < coxph(Surv(begin, end, event) ~
qmv + qmvpostsea + qmvpostteu +
coop + codec + eu9 + eu10 + eu12 +
eu15 + thatcher + agenda + backlog +
Lqmv + Lqmvpostsea + Lcoop + Lcodec +
Lthatcher + Lbacklog,
data = GolubEUPData,
ties = "efron")
# Create simtvc object for Relative Hazard
Sim1 < coxsimtvc(obj = M1, b = "qmv", btvc = "Lqmv",
tfun = "log", from = 80, to = 2000,
by = 15, ci = "99")
# Create simtvc object for First Difference
Sim2 < coxsimtvc(obj = M1, b = "backlog", btvc = "Lbacklog",
qi = "First Difference",
tfun = "log", from = 80, to = 2000,
by = 15, ci = "99")
# Create simtvc object for Hazard Ratio
Sim3 < coxsimtvc(obj = M1, b = "backlog", btvc = "Lbacklog",
qi = "Hazard Ratio", Xj = c(191, 229),
Xl = c(0, 0),
tfun = "log", from = 80, to = 2000,
by = 15, ci = "99")

Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.