Created
February 20, 2018 11:40
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Cox PH with censored data
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# Data from Stata manual, p.5: | |
# "We wish to analyze an experiment testing the ability of emergency | |
# generators with a new-style bearing to withstand overloads. For this | |
# experiment, the overload protection circuit was disabled, and | |
#the generators were run overloaded until they burned up. " | |
# https://www.stata.com/manuals13/ststcox.pdf | |
df <- read.table(text = | |
"failtime load bearings | |
100 15 0 | |
140 15 1 | |
97 20 0 | |
122 20 1 | |
84 25 0 | |
100 25 1 | |
54 30 0 | |
52 30 1 | |
40 35 0 | |
55 35 1 | |
22 40 0 | |
30 40 1", header = T) | |
# Add zero time and event status | |
library(tidyverse); | |
df <- df %>% | |
mutate(time = 0, event = TRUE) | |
# Run Cox PH model | |
library(survival) | |
coxph(Surv(time = time, time2 = failtime, event = event) ~ load + bearings, data = df); | |
#Call: | |
#coxph(formula = Surv(time = time, time2 = failtime, event = event) ~ | |
# load + bearings, data = df) | |
# | |
# coef exp(coef) se(coef) z p | |
#load 0.4309 1.5386 0.1444 2.98 0.0028 | |
#bearings -2.8107 0.0602 1.1782 -2.39 0.0171 | |
# | |
#Likelihood ratio test=24 on 2 df, p=6.09e-06 | |
#n= 12, number of events= 12 |
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