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RPHCHANGE procedure

Modifies a proportional hazards model fitted by RPHFIT (R.W. Payne).

Options

PRINT = string tokens Controls printed output (model, deviance, summary, estimates, correlations, fittedvalues, accumulated, monitoring, loglikelihood); default mode, summ, esti
METHOD = string token How to change the model (add, drop, switch); default add
POOL = string token Whether to pool terms in the accumulated summary generated by the fit

Parameter

TERMS = formula Model specifying the change

Description

This procedure allows you to modify the contents of a proportional hazards model that has been fitted by procedure RPHFIT. The change to the model is specified by the TERMS parameter. The setting of the METHOD option specifies how the model is to be changed:

    add adds the terms specified by the TERMS parameter to the fitted model;
    drop drops those terms from the fitted model; and
    switch drops any terms specified by the TERMS parameter that are already in the fitted model, and adds those that are not (i.e. this operates similarly to the SWITCH directive).

The default is METHOD=add. Note, though, that any term that is to be added must have been included in the full model specified by the MAXIMALMODEL option of RPHFIT. By default the changes are made individually, one term at a time, so that each one will have its own line in an accumulated analysis of deviance. However, you can set option POOL=yes to make them all at once.

The PRINT option controls printed output with similar settings to those of the FIT directive, except that there is an extra setting loglikelihood to print -2 times the log-likelihood and the number of degrees of freedom in the model after the change. The deviance produced for the terms in the regression model can be assessed using chi-square distributions as usual, but the residual deviance is not usable as the maximal model assumed by the generalized linear models method is inappropriate. So, the residual line is suppressed in the summary and accumulated analysis of deviance.

Options: PRINT, METHOD, POOL.

Parameter: TERMS.

Method

Further details of the method used here (and by RPHFIT) can be found in Aitkin et al. (1989).

Action with RESTRICT

None of the vectors must be restricted (and any restrictions will have been cancelled by RPHFIT).

Reference

Aitkin, M., Anderson, A., Francis, B. & Hinde, J. (1989). Statistical Modelling in GLIM. Oxford University Press.

See also

Procedures: KAPLANMEIER, RLIFETABLE, RPHFIT, RPHDISPLAY, RPHKEEP, RPROPORTIONAL, RSTEST, RSURVIVAL.

Commands for: Survival analysis.

Example

CAPTION     'RPHCHANGE example',\
            'Data from Gehan (1965, Biometrika, 52, 203-223).';\
            STYLE=meta,plain
VARIATE     [VALUES=1,1,2,2,3,4,4,5,5,8,8,8,8,11,11,12,12,15,17,22,23,\
            6,6,6,6,7,9,10,10,11,13,16,17,19,20,22,23,25,32,32,34,35] Time
&           [VALUES=24(0),1,0,1,0,1,1,0,0,1,1,1,0,0,1,1,1,1,1] Censor
FACTOR      [LABELS=!t(control,'6-mercaptopurine'); VALUES=21(1,2)] Treat
FACTOR      [LEVELS=42; VALUES=1...42] Subject
RPHFIT      [TIMES=Time; SUBJECTS=Subject; CENSORED=Censor; MAXIMAL=Treat]
RPHCHANGE   Treat
Updated on June 18, 2019

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