Saves information from a proportional hazards model fitted by `RPHFIT`

(R.W. Payne).

### Options

`RESIDUALS` = variate |
Saves the standardized residuals |
---|---|

`FITTEDVALUES` = variate |
Saves the fitted values |

`ESTIMATES` = variate |
Saves estimates of the parameters |

`SE` = variate |
Saves standard errors of the estimates |

`RESPONSE` = variate |
Saves the response variate defined for the generalized linear model |

`OFFSET` = variate |
Saves the offset variate defined for the generalized linear model |

`INDEX` = variate |
Index variate used to produce the expanded covariates and factors |

`RISKSET` = factor |
Saves the expanded time factor |

`_2LOGLIKELIHOOD` = scalar |
Saves -2 × log-likelihood for the fitted model |

`DFTERMS` = scalar |
Saves the number of d.f. in the model specified by `TERMS` |

### No parameters

### Description

This procedure allows you to copy information into Genstat data structures from a proportional hazard model that has been fitted by procedure `RPHFIT`

. You do not need to declare the structures in advance; Genstat will declare them automatically to be of the correct type and length.

The `RESIDUALS`

and `FITTEDVALUES`

options save the standardized residuals and the fitted values. The `ESTIMATES`

and `SE`

options save the parameter estimates and their standard errors. The `RESPONSE`

and `OFFSET`

options save the response variate and the offset variate that have been defined for the generalized linear model. The `INDEX`

variate saves the variate of indexes used to construct the expanded x-variates and factors from original variates and factors of the model. The `RISKSET`

option saves a variate indicating the time interval corresponding to each of their units. Finally, the `_2LOGLIKELIHOOD`

option saves -2 times the log-likelihood, and the `DFTERMS`

option saves the number of degrees of freedom in the model specified by `TERMS`

.

Options: `RESIDUALS`

, `FITTEDVALUES`

, `ESTIMATES`

, `SE`

, `RESPONSE`

, `OFFSET`

, `INDEX`

, `RISKSET`

, `_2LOGLIKELIHOOD`

, `DFTERMS`

.

Parameters: none.

### Method

The log-likelihood is calculated as described by Aitkin *et al*. (1989). The response variate and offset are recovered from a workspace structure that is defined by `RPHFIT`

to hold details of the model. The other information is saved using `RKEEP`

(which can also be used to save additional relevant output).

### Reference

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

### See also

Procedures: `KAPLANMEIER`

, `RLIFETABLE`

, `RPHFIT`

, `RPHCHANGE`

, `RPHDISPLAY`

, `RPHVECTORS`

, `RPROPORTIONAL`

, `RSTEST`

, `RSURVIVAL`

.

Commands for: Survival analysis.

### Example

CAPTION 'RPHKEEP 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]\ Treat RPHKEEP [ESTIMATES=Param; SE=se; RESPONSE=Yvar; OFFSET=Offset;\ INDEX=Index; RISKSET=Interval] PRINT Param,se FACTOR [LABELS=!t(control,'6-mercaptopurine')] ExtTreat CALCULATE ExtTreat = ELEMENTS(Treat; Index) PRINT Yvar,Offset,Interval,ExtTreat