Hi,
I'm using a Cox-Regression to estimate hazard rates on prepayments. I'm using the "pspline" function to face non-linearity, but I have no clue how to interpret the result. Unfortunately I did not find enough information on the "pspline" function wether in the survival package nor using google.. I got following output: * library(survival)* > > > > > > > > > > > > > > *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION), > data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~ > pspline(OPTION), data = FNMA)> > Option.test2> Call:> coxph(formula = > Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), > data = FNMA)> > coef se(coef) se2 Chisq DF > p> pspline(OPTION), linear -0.1334 0.0131 0.0131 104.4325 > 1.00 <0.0000000000000002> pspline(OPTION), nonlin > 1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 > Newton-Raphson> Theta= 0.991 > Degrees of freedom for terms= 4 > > Likelihood ratio test=2136 on 4.05 df, p=0 n= 3390429 > * Thanks, KS [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. |
??
It is unclear to me what "How to interpret the result" means. Note that the survival package is very well documented and there is a vignette specifically on the topic of the use of "Spline terms in a Cox model." Have you studied it? If you want to discuss the statistical issues, e.g. of survival modeling or the technical details of penalized smoothing splines, that is mostly OT here: stats.stackexchange.com would probably be a better place to post for that. This list is mostly about R programming rather than statistics, although they do sometimes intersect. If I have misunderstood your question, you might wish to clarify exactly what it is that you are seeking in another post. Finally, as you can see from the below, post in PLAIN TEXT ONLY, as html can get mangled by the server on this plain text mailing list. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Nov 1, 2017 at 1:12 PM, Kosta S. <[hidden email]> wrote: > Hi, > > I'm using a Cox-Regression to estimate hazard rates on prepayments. > > I'm using the "pspline" function to face non-linearity, but I have no clue > how to interpret the result. > Unfortunately I did not find enough information on the "pspline" function > wether in the survival package nor using google.. > > I got following output: > > * library(survival)* > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION), > > data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~ > > pspline(OPTION), data = FNMA)> > Option.test2> Call:> coxph(formula = > > Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), > data = FNMA)> > > coef se(coef) se2 Chisq DF > > p> pspline(OPTION), linear -0.1334 0.0131 0.0131 > 104.4325 > > 1.00 <0.0000000000000002> pspline(OPTION), nonlin > > 1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 > > Newton-Raphson> Theta= 0.991 > Degrees of freedom for terms= 4 > > > Likelihood ratio test=2136 on 4.05 df, p=0 n= 3390429 > * > > > Thanks, > > KS > > [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. |
Always reply to the list. I do not do private consulting.
(I have cc'ed this to the list). I still think this belongs on stackexchange, not r-help. I think you need to read up on the mathematics of spline bases. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Thu, Nov 2, 2017 at 3:43 AM, Kosta S. <[hidden email]> wrote: > Hi Bert, > > Maybe I should make this more clear. > I get following output when I use the pspline function inside the coxph > statement: > > * library(survival)* > > >> >> >> >> >> >> >> >> >> >> >> >> >> *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION), >> data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~ >> pspline(OPTION), data = FNMA)> > Option.test2> Call:> coxph(formula = >> Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION),> data = FNMA)> >> coef se(coef) se2 Chisq DF >> p> pspline(OPTION), linear -0.1334 0.0131 0.0131 104.4325 >> 1.00 <0.0000000000000002> pspline(OPTION), nonlin >> 1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 >> Newton-Raphson> Theta= 0.991> Degrees of freedom for terms= 4> >> Likelihood ratio test=2136 on 4.05 df, p=0 n= 3390429* > > > > What I do not understand, and what I have not found either in the package > documentation nor somewhere else is how to interpret the output result: > > > > > > > > *> coef se(coef) se2 Chisq DF > p> pspline(OPTION), linear -0.1334 0.0131 0.0131 > 104.4325 1.00 <0.0000000000000002> pspline(OPTION), nonlin > 1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 > Newton-Raphson> Theta= 0.991> Degrees of freedom for terms= 4> > Likelihood ratio test=2136 on 4.05 df, p=0 n= 3390429* > > > What does it actually tell me? What does the "linear" and "nonlinear" > mean? It differs from the usual coxph output. Is this a proof of > non-linearity? > > This topic was also alreday asked on the cross validated board, but > unfortunately without any answer, see https://stats. > stackexchange.com/questions/280168/interpretation-of-coxph-pspline-terms > > > Thanks, > > KS > > > > > > > > > 2017-11-01 23:11 GMT+01:00 Bert Gunter <[hidden email]>: > >> ?? >> >> It is unclear to me what "How to interpret the result" means. Note that >> the survival package is very well documented and there is a vignette >> specifically on the topic of the use of "Spline terms in a Cox model." Have >> you studied it? >> >> If you want to discuss the statistical issues, e.g. of survival modeling >> or the technical details of penalized smoothing splines, that is mostly OT >> here: stats.stackexchange.com would probably be a better place to post >> for that. This list is mostly about R programming rather than statistics, >> although they do sometimes intersect. >> >> If I have misunderstood your question, you might wish to clarify exactly >> what it is that you are seeking in another post. >> >> Finally, as you can see from the below, post in PLAIN TEXT ONLY, as html >> can get mangled by the server on this plain text mailing list. >> >> Cheers, >> Bert >> >> >> >> Bert Gunter >> >> "The trouble with having an open mind is that people keep coming along >> and sticking things into it." >> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) >> >> On Wed, Nov 1, 2017 at 1:12 PM, Kosta S. <[hidden email]> wrote: >> >>> Hi, >>> >>> I'm using a Cox-Regression to estimate hazard rates on prepayments. >>> >>> I'm using the "pspline" function to face non-linearity, but I have no >>> clue >>> how to interpret the result. >>> Unfortunately I did not find enough information on the "pspline" function >>> wether in the survival package nor using google.. >>> >>> I got following output: >>> >>> * library(survival)* >>> >>> >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > >>> > *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION), >>> > data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~ >>> > pspline(OPTION), data = FNMA)> > Option.test2> Call:> >>> coxph(formula = >>> > Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), > data = FNMA)> >>> > coef se(coef) se2 Chisq DF >>> > p> pspline(OPTION), linear -0.1334 0.0131 0.0131 >>> 104.4325 >>> > 1.00 <0.0000000000000002> pspline(OPTION), nonlin >>> > 1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 >>> > Newton-Raphson> Theta= 0.991 > Degrees of freedom for terms= 4 > >>> > Likelihood ratio test=2136 on 4.05 df, p=0 n= 3390429 > * >>> >>> >>> Thanks, >>> >>> KS >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide http://www.R-project.org/posti >>> ng-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >>> >> >> > [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. |
In reply to this post by kosmirnov
Your output is mangled beyond interpretation.
However, when it comes to interpreting splines in general, you cannot easily convert the individual beta coefficients into, say HR by exponenitating them. The collection of beta coefficients describe the relationship between the continuous variable and the outcome. Consider a simple case. Suppose you fit a model with x and x^2. You cannot really interpret the x^2 coefficient in isolation from the x coefficient. It is the same with splines only worse. Graphical displays of the spline are often more informative. Kevin On 11/01/2017 04:12 PM, Kosta S. wrote: > Hi, > > I'm using a Cox-Regression to estimate hazard rates on prepayments. > > I'm using the "pspline" function to face non-linearity, but I have no clue > how to interpret the result. > Unfortunately I did not find enough information on the "pspline" function > wether in the survival package nor using google.. > > I got following output: > > * library(survival)* > > >> >> >> >> >> >> >> >> >> >> >> >> >> >> *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION), >> data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~ >> pspline(OPTION), data = FNMA)> > Option.test2> Call:> coxph(formula = >> Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), > data = FNMA)> >> coef se(coef) se2 Chisq DF >> p> pspline(OPTION), linear -0.1334 0.0131 0.0131 104.4325 >> 1.00 <0.0000000000000002> pspline(OPTION), nonlin >> 1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 >> Newton-Raphson> Theta= 0.991 > Degrees of freedom for terms= 4 > >> Likelihood ratio test=2136 on 4.05 df, p=0 n= 3390429 > * > > > Thanks, > > KS > -- Kevin E. Thorpe Head of Biostatistics, Applied Health Research Centre (AHRC) Li Ka Shing Knowledge Institute of St. Michael's Hospital Assistant Professor, Dalla Lana School of Public Health University of Toronto email: [hidden email] Tel: 416.864.5776 Fax: 416.864.3016 ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. |
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