predicting expected number of events using a coxph model

On Jul 2, 2012, at 19:27 , agittens wrote:

Peter Dalgaard-2 wrote

I fit a coxph model:

coxphfit <- coxph(Surv(sampledLifetime, !sampledCensoredQ) ~  curpbc6  +
prevpbc6,  sampledTimeSeries)

Now I'm trying to predict the expected number of events using a new
dataset.
The documentation suggests that

coxPred <- predict(coxphfit, newdata = testTimeSeries, type="expected")

will do what I want, but I get the error

Error in model.frame.default(data = testTimeSeries, formula =
Surv(sampledLifetime,  :
variable lengths differ (found for 'curpbc6')

when I do this. The dataframes sampledTimeSeries and testTimeSeries were
constructed by taking rows from a larger dataframe, so they have the same
data.

What am I doing incorrectly?

Most likely referring to a variable not in testTimeSeries. (I kind of
suspect that unlike predict.lm, predict.coxph does not ignore the left
hand side of formulas. Does testTimeSeries contain a sampledLifetime
column?)

No, I did not have the lifetime and censored data in the dataframe.

Per your idea, I put the sampledLifetime and and sampledCensoredQ variables
in the dataframe sampledTimeSeries and left the rest of the code the same.
Now when I try with the new data set,

coxPred <- predict(coxphfit, newdata = testTimeSeries, type="expected")

I get different errors. If I use testTimeSeries without the lifetime and
censor indicator columns (which shouldn't be required for prediction), then
i get the same error as before.

I gather that type="expected" requires a follow-up time which the routine needs to get from somewhere. Presumably those columns _are_ required.

If I put in these columns, then I get the
error

Error in predict.coxph(coxphfit, newdata = testTimeSeries, type =
"expected",  :
  object 'x' not found

Do you have an "x" somewhere in your model specification? Otherwise, I'm out of clues. Perhaps try a traceback() or options(error=recover) and see where the error comes from.