--- title: "Pooling and Selection of Cox Regression Models" author: "Martijn W Heymans" date: "`r Sys.Date()`" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Pooling and Selection of Cox Regression Models} %\VignetteEngine{knitr::rmarkdown} \usepackage[utf8]{inputenc} --- ```{r setup, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` # Introduction With the `psfmi` package you can pool Cox regression models by using the following pooling methods: RR (Rubin's Rules), D1, D2, and MPR (Median R Rule). You can also use forward or backward selection from the pooled model. This vignette show you examples of how to apply these procedures. # Examples * [Cox regression] + [Pooling without BW and method D1] + [Pooling with FW and method MPR] + [Pooling with FW including interaction terms and method D1] + [Pooling with BW including spline coefficients and method D1] + [Pooling with FW including spline coefficients and method MPR] + [Pooling with BW for a stratified Cox model] ## Pooling without BW and method D1 If you set p.crit at 1 than no selection of variables takes place. Either using direction = "FW" or direction = "BW" will produce the same result. ```{r} library(psfmi) pool_coxr <- psfmi_coxr(data=lbpmicox, nimp=5, impvar="Impnr", formula = Surv(Time, Status) ~ Duration + Radiation + Onset + Function + Age + Previous + Tampascale + JobControl + JobDemand + Social + factor(Expect_cat), p.crit=1, method="D1", direction = "BW") pool_coxr$RR_model pool_coxr$multiparm ``` Back to [Examples] ## Pooling with FW and method MPR ```{r, eval=TRUE} library(psfmi) pool_coxr <- psfmi_coxr(data=lbpmicox, nimp=5, impvar="Impnr", formula = Surv(Time, Status) ~ Duration + Radiation + Onset + Function + Age + Previous + Tampascale + JobControl + JobDemand + Social + factor(Expect_cat), p.crit=0.05, method="D1", direction = "FW") pool_coxr$RR_model_final pool_coxr$multiparm_final pool_coxr$predictors_in ``` Back to [Examples] ## Pooling with FW including interaction terms and method D1 Pooling Cox regression models over 5 imputed datasets with backward selection using a p-value of 0.05 and as method D1 including interaction terms with a categorical predictor and forcing the predictor Tampascale in the models during backward selection. ```{r} library(psfmi) pool_coxr <- psfmi_coxr(data=lbpmicox, nimp=5, impvar="Impnr", formula = Surv(Time, Status) ~ Duration + Radiation + Onset + Function + Age + Previous + Tampascale + factor(Expect_cat) + factor(Satisfaction) + Tampascale:Radiation + factor(Expect_cat):Tampascale, keep.predictors = "Tampascale", p.crit=0.05, method="D1", direction = "FW") pool_coxr$RR_model_final pool_coxr$multiparm_final pool_coxr$predictors_in ``` Back to [Examples] ## Pooling with BW including spline coefficients and method D1 Pooling Cox regression models over 5 imputed datasets with backward selection using a p-value of 0.05 and as method D1 including a restricted cubic spline predictor and forcing Tampascale in the models during backward selection. ```{r} library(psfmi) pool_coxr <- psfmi_coxr(data=lbpmicox, nimp=5, impvar="Impnr", formula = Surv(Time, Status) ~ Duration + Radiation + Onset + Function + Previous + rcs(Tampascale, 3) + factor(Satisfaction) + rcs(Tampascale, 3):Radiation, keep.predictors = "Tampascale", p.crit=0.05, method="D1", direction = "BW") pool_coxr$RR_model_final pool_coxr$multiparm_final pool_coxr$predictors_in ``` Back to [Examples] ## Pooling with FW including spline coefficients and method MPR Pooling Cox regression models over 5 imputed datasets with forward selection using a p-value of 0.05 and as method MPR including a restricted cubic spline predictor and forcing Tampascale in the models during forward selection. ```{r} library(psfmi) pool_coxr <- psfmi_coxr(data=lbpmicox, nimp=5, impvar="Impnr", formula = Surv(Time, Status) ~ Duration + Radiation + Onset + Function + Previous + rcs(Tampascale, 3) + factor(Satisfaction) + rcs(Tampascale, 3):Radiation, keep.predictors = "Tampascale", p.crit=0.05, method="MPR", direction = "FW") pool_coxr$RR_model_final pool_coxr$multiparm_final pool_coxr$predictors_in ``` Back to [Examples] ## Pooling with BW for a stratified Cox model Pooling Cox regression models over 5 imputed datasets with backward selection using a p-value of 0.05 and as method MPR for a stratified Cox model. ```{r} library(psfmi) pool_coxr <- psfmi_coxr(data=lbpmicox, nimp=5, impvar="Impnr", formula = Surv(Time, Status) ~ Duration + Onset + Function + Previous + rcs(Tampascale, 3) + factor(Satisfaction) + strata(Radiation), p.crit=0.05, method="MPR", direction = "BW") pool_coxr$RR_model_final pool_coxr$multiparm_final pool_coxr$formula_step ``` Back to [Examples]