logo资料库

rms语言包使用说明.pdf

第1页 / 共241页
第2页 / 共241页
第3页 / 共241页
第4页 / 共241页
第5页 / 共241页
第6页 / 共241页
第7页 / 共241页
第8页 / 共241页
资料共241页,剩余部分请下载后查看
anova.rms
bj
bootBCa
bootcov
bplot
calibrate
contrast.rms
cph
cr.setup
datadist
ExProb
fastbw
Function
gendata
ggplot.Predict
gIndex
Glm
Gls
groupkm
hazard.ratio.plot
ie.setup
latex.cph
latexrms
lrm
lrm.fit
matinv
nomogram
npsurv
ols
orm
orm.fit
pentrace
plot.Predict
plot.xmean.ordinaly
pphsm
predab.resample
Predict
predict.lrm
predictrms
print.cph
print.ols
psm
residuals.cph
residuals.lrm
residuals.ols
rms
rms.trans
rmsMisc
rmsOverview
robcov
Rq
sensuc
setPb
specs.rms
summary.rms
survest.cph
survest.psm
survfit.cph
survplot
val.prob
val.surv
validate
validate.cph
validate.lrm
validate.ols
validate.rpart
validate.Rq
vif
which.influence
Index
Package ‘rms’ April 4, 2016 Version 4.5-0 Date 2016-04-02 Title Regression Modeling Strategies Author Frank E Harrell Jr Maintainer Frank E Harrell Jr Depends Hmisc (>= 3.17-3), survival (>= 2.37-6), lattice, ggplot2 (>= 2.0), SparseM Imports methods, quantreg, nlme (>= 3.1-123), rpart, polspline, multcomp Suggests boot, tcltk Description Regression modeling, testing, estimation, validation, 'rms' is a collection of functions that graphics, prediction, and typesetting by storing enhanced model design attributes in the fit. assist with and streamline modeling. It also contains functions for binary and ordinal logistic regression models, ordinal models for continuous Y with a variety of distribution families, and the Buckley-James multiple regression model for right-censored responses, and implements penalized maximum likelihood estimation for logistic and ordinary linear models. 'rms' works with almost any regression model, but it was especially written to work with binary or ordinal regression models, Cox regression, accelerated failure time models, ordinary linear models,the Buckley-James model, generalized least squares for serially or spatially correlated observations, generalized linear models, and quantile regression. License GPL (>= 2) URL http://biostat.mc.vanderbilt.edu/rms LazyLoad yes NeedsCompilation yes Repository CRAN Date/Publication 2016-04-04 08:37:12 1
2 R topics documented: R topics documented: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . anova.rms . . . . . bj . . . . . bootBCa . . . . . bootcov . . . . bplot . . . . . calibrate . . . . . contrast.rms . . . . cph . . . . cr.setup . . . . . datadist . . . . ExProb . . . . fastbw . . . . Function . . . . gendata . . . . ggplot.Predict . . . gIndex . . . . . . Glm . . . . Gls . . . . . . groupkm . . . . hazard.ratio.plot . . . ie.setup . . . latex.cph . . . . . latexrms . . . . . . lrm . . . . . . lrm.fit . . . matinv . . . . . . nomogram . . . . . npsurv . . . . . ols . . . . . orm . . . . . . . orm.fit . . . . pentrace . . plot.Predict . . plot.xmean.ordinaly . . pphsm . . . predab.resample . . . . Predict . . . predict.lrm . . . . . . predictrms . . . . . print.cph . . . . . print.ols . . psm . . . . . . . residuals.cph . . . . residuals.lrm . . . . residuals.ols . rms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
anova.rms 3 . . . . . . . . . . . . . . . . rms.trans . . rmsMisc . . . rmsOverview . . . . robcov . . . . Rq . . . . . sensuc . . . setPb . . . . . specs.rms . . . summary.rms . . survest.cph . . survest.psm . . . . . survfit.cph . . . . . survplot . . . . . val.prob . . val.surv . . . . . . validate . . . . . validate.cph . . . validate.lrm . . . validate.ols . . validate.rpart . . . validate.Rq . vif . . . . which.influence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233 Index 235 anova.rms Analysis of Variance (Wald and F Statistics) Description The anova function automatically tests most meaningful hypotheses in a design. For example, suppose that age and cholesterol are predictors, and that a general interaction is modeled using a restricted spline surface. anova prints Wald statistics (F statistics for an ols fit) for testing linearity of age, linearity of cholesterol, age effect (age + age by cholesterol interaction), cholesterol effect (cholesterol + age by cholesterol interaction), linearity of the age by cholesterol interaction (i.e., adequacy of the simple age * cholesterol 1 d.f. product), linearity of the interaction in age alone, and linearity of the interaction in cholesterol alone. Joint tests of all interaction terms in the model and all nonlinear terms in the model are also performed. For any multiple d.f. effects for continuous variables that were not modeled through rcs, pol, lsp, etc., tests of linearity will be omitted. This applies to matrix predictors produced by e.g. poly or ns. print.anova.rms is the printing method. plot.anova.rms draws dot charts depicting the importance of variables in the model, as measured by Wald χ2, χ2 minus d.f., AIC, P -values, partial R2, R2 for the whole model after deleting the effects in question, or proportion of overall model R2 that is due to each predictor. latex.anova.rms is the latex method. It substitutes Greek/math symbols in column headings, uses boldface for TOTAL lines, and constructs a caption. Then it passes the result to latex.default for conversion to LaTeX.
4 Usage anova.rms ## S3 method for class ’rms’ anova(object, ..., main.effect=FALSE, tol=1e-9, test=c(’F’,’Chisq’), india=TRUE, indnl=TRUE, ss=TRUE, vnames=c(’names’,’labels’)) ## S3 method for class ’anova.rms’ print(x, which=c(’none’,’subscripts’,’names’,’dots’), ...) ## S3 method for class ’anova.rms’ plot(x, what=c("chisqminusdf","chisq","aic","P","partial R2","remaining R2", "proportion R2", "proportion chisq"), xlab=NULL, pch=16, rm.totals=TRUE, rm.ia=FALSE, rm.other=NULL, newnames, sort=c("descending","ascending","none"), margin=NULL, pl=TRUE, trans=NULL, ntrans=40, ...) ## S3 method for class ’anova.rms’ latex(object, title, psmall=TRUE, dec.chisq=2, dec.F=2, dec.ss=NA, dec.ms=NA, dec.P=4, table.env=TRUE, caption=NULL, ...) Arguments object ... main.effect tol test india indnl ss vnames a rms fit object. object must allow vcov to return the variance-covariance ma- trix. For latex is the result of anova. If omitted, all variables are tested, yielding tests for individual factors and for pooled effects. Specify a subset of the variables to obtain tests for only those factors, with a pooled Wald tests for the combined effects of all factors listed. Names may be abbreviated. For example, specify anova(fit,age,cholesterol) to get a Wald statistic for testing the joint importance of age, cholesterol, and any factor interacting with them. Can be optional graphical parameters to send to dotchart2, or other parameters to send to latex.default. Ignored for print. Set to TRUE to print the (usually meaningless) main effect tests even when the factor is involved in an interaction. The default is FALSE, to print only the effect of the main effect combined with all interactions involving that factor. singularity criterion for use in matrix inversion For an ols fit, set test="Chisq" to use Wald χ2 tests rather than F-tests. set to FALSE to exclude individual tests of interaction from the table set to FALSE to exclude individual tests of nonlinearity from the table For an ols fit, set ss=FALSE to suppress printing partial sums of squares, mean squares, and the Error SS and MS. set to ’labels’ to use variable labels rather than variable names in the output
anova.rms x which what xlab pch rm.totals rm.ia rm.other newnames sort margin pl trans ntrans title psmall dec.chisq dec.F dec.ss dec.ms dec.P table.env caption 5 for print,plot,text is the result of anova. If which is not "none" (the default), print.anova.rms will add to the right- most column of the output the list of parameters being tested by the hypothesis being tested in the current row. Specifying which="subscripts" causes the subscripts of the regression coefficients being tested to be printed (with a sub- script of one for the first non-intercept term). which="names" prints the names of the terms being tested, and which="dots" prints dots for terms being tested and blanks for those just being adjusted for. what type of statistic to plot. The default is the Wald χ2 statistic for each factor (adding in the effect of higher-ordered factors containing that factor) minus its degrees of freedom. The R2 choices for what only apply to ols models. x-axis label, default is constructed according to what. plotmath symbols are used for R, by default. character for plotting dots in dot charts. Default is 16 (solid dot). set to FALSE to keep total χ2s (overall, nonlinear, interaction totals) in the chart. set to TRUE to omit any effect that has "*" in its name a list of other predictor names to omit from the chart a list of substitute predictor names to use, after omitting any. default is to sort bars in descending order of the summary statistic set to a vector of character strings to write text for selected statistics in the right margin of the dot chart. The character strings can be any combination of "chisq", "d.f.", "P", "partial R2", "proportion R2", and "proportion chisq". Default is to not draw any statistics in the margin. set to FALSE to suppress plotting. This is useful when you only wish to analyze the vector of statistics returned. set to a function to apply that transformation to the statistics being plotted, and to truncate negative values at zero. A good choice is trans=sqrt. n argument to pretty, specifying the number of values for which to place tick marks. This should be larger than usual because of nonlinear scaling, to provide a sufficient number of tick marks on the left (stretched) part of the chi-square scale. title to pass to latex, default is name of fit object passed to anova prefixed with "anova.". For Windows, the default is "ano" followed by the first 5 letters of the name of the fit object. The default is psmall=TRUE, which causes P<0.00005 to print as <0.0001. Set to FALSE to print as 0.0000. number of places to the right of the decimal place for typesetting χ2 values (default is 2). Use zero for integer, NA for floating point. digits to the right for F statistics (default is 2) digits to the right for sums of squares (default is NA, indicating floating point) digits to the right for mean squares (default is NA) digits to the right for P -values see latex caption for table if table.env is TRUE. Default is constructed from the response variable.
6 Details anova.rms If the statistics being plotted with plot.anova.rms are few in number and one of them is negative or zero, plot.anova.rms will quit because of an error in dotchart2. Value anova.rms returns a matrix of class anova.rms containing factors as rows and χ2, d.f., and P - values as columns (or d.f., partial SS, M S, F, P ). An attribute vinfo provides list of variables involved in each row and the type of test done. plot.anova.rms invisibly returns the vector of quantities plotted. This vector has a names attribute describing the terms for which the statistics in the vector are calculated. Side Effects print prints, latex creates a file with a name of the form "title.tex" (see the title argument above). Author(s) Frank Harrell Department of Biostatistics, Vanderbilt University f.harrell@vanderbilt.edu See Also rms, rmsMisc, lrtest, rms.trans, summary.rms, plot.Predict, ggplot.Predict, solvet, locator, dotchart2, latex, xYplot, anova.lm, contrast.rms, pantext Examples # define sample size n <- 1000 set.seed(17) # so can reproduce the results treat <- factor(sample(c(’a’,’b’,’c’), n,TRUE)) num.diseases <- sample(0:4, n,TRUE) age <- rnorm(n, 50, 10) cholesterol <- rnorm(n, 200, 25) weight <- rnorm(n, 150, 20) sex <- factor(sample(c(’female’,’male’), n,TRUE)) label(age) <- ’Age’ label(num.diseases) <- ’Number of Comorbid Diseases’ label(cholesterol) <- ’Total Cholesterol’ label(weight) <- ’Weight, lbs.’ label(sex) <- ’Sex’ units(cholesterol) <- ’mg/dl’ # label is in Hmisc # uses units.default in Hmisc # Specify population model for log odds that Y=1 L <- .1*(num.diseases-2) + .045*(age-50) + (log(cholesterol - 10)-5.2)*(-2*(treat==’a’) + 3.5*(treat==’b’)+2*(treat==’c’)) # Simulate binary y to have Prob(y=1) = 1/[1+exp(-L)]
anova.rms 7 y <- ifelse(runif(n) < plogis(L), 1, 0) fit <- lrm(y ~ treat + scored(num.diseases) + rcs(age) + log(cholesterol+10) + treat:log(cholesterol+10)) a <- anova(fit) b <- anova(fit, treat, cholesterol) # Test all factors # Test these 2 by themselves # to get their pooled effects a b # Add a new line to the plot with combined effects s <- rbind(a, ’treat+cholesterol’=b[’TOTAL’,]) class(s) <- ’anova.rms’ plot(s) g <- lrm(y ~ treat*rcs(age)) dd <- datadist(treat, num.diseases, age, cholesterol) options(datadist=’dd’) p <- Predict(g, age, treat="b") s <- anova(g) # Usually omit fontfamily to default to ’Courier’ # It’s specified here to make R pass its package-building checks plot(p, addpanel=pantext(s, 28, 1.9, fontfamily=’Helvetica’)) plot(s, margin=c(’chisq’, ’proportion chisq’)) # new plot - dot chart of chisq-d.f. with 2 other stats in right margin # latex(s) # nice printout - creates anova.g.tex options(datadist=NULL) # Simulate data with from a given model, and display exactly which # hypotheses are being tested set.seed(123) age <- rnorm(500, 50, 15) treat <- factor(sample(c(’a’,’b’,’c’), 500, TRUE)) bp y <- rnorm(500, 120, 10) <- ifelse(treat==’a’, (age-50)*.05, abs(age-50)*.08) + 3*(treat==’c’) + pmax(bp, 100)*.09 + rnorm(500) <- ols(y ~ treat*lsp(age,50) + rcs(bp,4)) f print(names(coef(f)), quote=FALSE) specs(f) anova(f) an <- anova(f) options(digits=3) print(an, ’subscripts’) print(an, ’dots’) an <- anova(f, test=’Chisq’, ss=FALSE) plot(0:1) tab <- pantext(an, 1.2, .6, lattice=FALSE, fontfamily=’Helvetica’) # make some plot
8 anova.rms # create function to write table; usually omit fontfamily tab() plot(an) # Specify plot(an, trans=sqrt) to use a square root scale for this plot # nice printout - creates anova.f.tex # latex(an) # execute it; could do tab(cex=.65) # new plot - dot chart of chisq-d.f. ## Example to save partial R^2 for all predictors, along with overall ## R^2, from two separate fits, and to combine them with a lattice plot require(lattice) set.seed(1) n <- 100 x1 <- runif(n) x2 <- runif(n) y <- (x1-.5)^2 + x2 + runif(n) group <- c(rep(’a’, n/2), rep(’b’, n/2)) A <- NULL for(g in c(’a’,’b’)) { f <- ols(y ~ pol(x1,2) + pol(x2,2) + pol(x1,2) %ia% pol(x2,2), subset=group==g) a <- plot(anova(f), what=’partial R2’, pl=FALSE, rm.totals=FALSE, sort=’none’) a <- a[-grep(’NONLINEAR’, names(a))] d <- data.frame(group=g, Variable=factor(names(a), names(a)), partialR2=unname(a)) A <- rbind(A, d) } dotplot(Variable ~ partialR2 | group, data=A, xlab=ex <- expression(partial~R^2)) dotplot(group ~ partialR2 | Variable, data=A, xlab=ex) dotplot(Variable ~ partialR2, groups=group, data=A, xlab=ex, auto.key=list(corner=c(.5,.5))) # Suppose that a researcher wants to make a big deal about a variable # because it has the highest adjusted chi-square. We use the # bootstrap to derive 0.95 confidence intervals for the ranks of all # the effects in the model. We use the plot method for anova, with # pl=FALSE to suppress actual plotting of chi-square - d.f. for each # bootstrap repetition. # It is important to tell plot.anova.rms not to sort the results, or # every bootstrap replication would have ranks of 1,2,3,... for the stats. n <- 300 set.seed(1) x3=runif(n), d <- data.frame(x1=runif(n), x2=runif(n), x4=runif(n), x5=runif(n), x6=runif(n), x7=runif(n), x8=runif(n), x9=runif(n), x10=runif(n), x11=runif(n), x12=runif(n)) d$y <- with(d, 1*x1 + 2*x2 + 3*x3 + 4*x4 + 5*x5 + 6*x6 + 7*x7 + 8*x8 + 9*x9 + 10*x10 + 11*x11 + 12*x12 + 9*rnorm(n))
分享到:
收藏