survobrien {survival} | R Documentation |
Peter O'Brien's test for association of a single variable with survival This test is proposed in Biometrics, June 1978.
survobrien(formula, data)
formula |
a valid formula for a cox model, without time dependent covariates. |
data |
a data frame. |
a new data frame. The original time and status variables are removed,
and have been replaced with start
, stop
, and event
. If a
predictor variable is a factor or is protected with I()
, it is
retained as is. Other predictor variables have been replaced with
time-dependent logit scores.
Because of the time dependent variables, the new data frame will have many
more rows that the original data, approximately #rows * #deaths /2.
A time-dependent cox model can now be fit to the new data. The univariate statistic, as originally proposed, is equivalent to single variable score tests from the time-dependent model. This equivalence is the rationale for using the time dependent model as a multivariate extension of the original paper.
In O'Brien's method, the x variables are re-ranked at each death time. A simpler method, proposed by Prentice, ranks the data only once at the start. The results are usually similar.
O'Brien, Peter, "A Nonparametric Test for Association with Censored Data", Biometrics 34: 243-250, 1978.
xx <- survobrien(Surv(futime, fustat) ~ age + factor(rx) + I(ecog.ps), data=ovarian) coxph(Surv(start, stop, event) ~ age, data=xx) coxph(Surv(start, stop, event) ~ age + rx + ecog.ps, data=xx)