使用Sbrier(R)估计Cox生存模型的预测准确性 [英] Estimating prediction accuracy of a Cox survival model using sbrier (R)
问题描述
格拉夫(Graf)等人(1999)在一篇论文中提出了综合的Brier分数(IBS),作为衡量生存模型预测准确性的良好方法(请参见例如 Wiering等人的综述文件。,第23页)。
它在软件包 ipred
中作为函数 sbrier
。但是,虽然brier分数定义显然适用于Cox比例风险模型,但我无法让 sbrier
返回 coxph $ c的Brier分数$ c>模型。
这是问题所在。
图书馆(生存)
$中选择了一个重要的协变量现在,我想估算IBS。在
图书馆(ipred)
数据( DLBCL,包装= ipred)
#fit coxph模型
smod<-Surv (DLBCL $ time,DLBCL $ cens)
coxmod <-coxph(smod〜IPI,data = DLBCL)#我只是从DLBCL
?sbrier
之后
obj:Surv类的对象。
pred:预测值。概率或残差对象列表。
所以我们有一个幸存对象列表
sbrier(smod,list(survfit(coxmod)))
或生存概率
sbrier(smod,survfit(coxmod,newdata = DLBCL)$ surv)
第一个返回的
sbrier(smod,list(survfit(coxmod)))中的错误:
pred必须具有长度(时间)
第二个
sbrier(smod,survfit(coxmod,newdata = DLBCL)$ surv)中的错误:
pred
的尺寸错误
示例未列出
coxph
模型。也许不支持。否则,我该怎么办?解决方案您可以改用pec软件包。
示例:
库(pec)
set.seed(18713)
库(prodlim)
库(生存)
dat = SimSurv(100)
pmodel = coxph(Surv(time,status)〜X1 + X2,data = dat)
perror = pec(list(Cox = pmodel),Hist(时间,状态)〜1,data = dat)
##累积预测误差
crps(perror)#在最小时间和1之间
##同一件事:
ibs(perror)
The integrated Brier score (IBS) has been suggested in a paper by Graf et al (1999) as a good measure for prediction accuracy in survival models (see e.g. overview paper by Wiering et al., page 23).
It was implemented in the package
ipred
as functionsbrier
. However, whereas the brier score definition obviously applies to Cox proportional hazard models, I cannot getsbrier
to return the Brier score for acoxph
model.Here is the problem set up.
library(survival) library(ipred) data("DLBCL", package = "ipred") #Fit coxph model smod <- Surv(DLBCL$time, DLBCL$cens) coxmod <- coxph(smod ~ IPI, data = DLBCL) # I just chose a significant covariate from DLBCL
Now I want to estimate the IBS. Following
?sbrier
obj : an object of class Surv. pred : predicted values. Either a probability or a list of survfit objects.
So we have a list of survfit objects
sbrier(smod, list(survfit(coxmod) ))
or survival probabilties
sbrier(smod, survfit(coxmod,newdata=DLBCL)$surv )
The first returning
Error in sbrier(smod, list(survfit(coxmod))) : pred must be of length(time)
The second
Error in sbrier(smod, survfit(coxmod, newdata = DLBCL)$surv) : wrong dimensions of pred
The examples do not list a
coxph
model. Perhaps it's not supported. Otherwise, where do I go wrong?解决方案You can use the pec package, instead.
Example:
library(pec) set.seed(18713) library(prodlim) library(survival) dat=SimSurv(100) pmodel=coxph(Surv(time,status)~X1+X2,data=dat) perror=pec(list(Cox=pmodel),Hist(time,status)~1,data=dat) ## cumulative prediction error crps(perror) # between min time and 1 ## same thing: ibs(perror)
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