1
z<-c(0.8,0.6,0.4,0.6,0.1,0.4,0.3,0.5)
idtr <- c(1,0,1,1,0,0,1,1)
which(idtr==1)
## [1] 1 3 4 7 8
Ub <- function(b){
u <- c()
for(i in which(idtr==1)){
ui<-z[i] - (sum(z[i:length(z)]*exp(z[i:length(z)]*b)))/(sum(exp(z[i:length(z)]*b)))
u <-c(u,ui)
}
return(sum(u))
}
plot(-2:12, sapply(-2:12,FUN = Ub))

ABSUB<- function(b){
abs(Ub(b))
}
optimize(f = ABSUB,interval = c(-2,12))
## $minimum
## [1] 5.6908865848836871
##
## $objective
## [1] 7.0585918393595293e-07
Ub_prime <- function(b){
u <- c()
for(i in which(idtr==1)){
ui<- - (sum(z[i:length(z)]^2*exp(z[i:length(z)]*b)) * sum(exp(z[i:length(z)]*b)) -
sum(z[i:length(z)]*exp(z[i:length(z)]*b))^2 )/(sum(exp(z[i:length(z)]*b)))^2
u <-c(u,ui)
}
return(sum(u))
}
Ub_prime(5.69)
## [1] -0.060252627044907095
2
library(xlsx)
## Loading required package: rJava
## Loading required package: xlsxjars
d1<-read.xlsx(file = 'Failure_Time/Data Set I.xls',1)
head(d1)
## treat type time censor status mfd age prior
## 1 1 1 72 1 60 7 69 0
## 2 1 1 411 1 70 5 64 10
## 3 1 1 228 1 60 3 38 0
## 4 1 1 126 1 60 9 63 10
## 5 1 1 118 1 70 11 65 10
## 6 1 1 10 1 20 5 49 0
logrank test
library(survival)
## Warning: package 'survival' was built under R version 3.2.5
survdiff(Surv(time,censor) ~ treat, data = d1 )
## Call:
## survdiff(formula = Surv(time, censor) ~ treat, data = d1)
##
## N Observed Expected (O-E)^2/E (O-E)^2/V
## treat=1 69 64 64.5001966636 0.003879006812683 0.008227343202350
## treat=2 68 64 63.4998033364 0.003940117750476 0.008227343202351
##
## Chisq= 0 on 1 degrees of freedom, p= 0.9277272333401
cox model
coxph(Surv(time,censor)~treat + age + prior,data = d1)
## Call:
## coxph(formula = Surv(time, censor) ~ treat + age + prior, data = d1)
##
## coef exp(coef) se(coef) z p
## treat 0.0036213475721 1.0036279125736 0.1831510837382 0.01977 0.98422
## age 0.0071235764879 1.0071490095144 0.0096749421742 0.73629 0.46155
## prior -0.0135622780308 0.9865292753039 0.0201177459087 -0.67415 0.50022
##
## Likelihood ratio test=1.09 on 3 df, p=0.7797321823695
## n= 137, number of events= 128