**denis haine » R**, and kindly contributed to R-bloggers)

Next topic from Veterinary Epidemiologic Research: chapter 19, modelling survival data. We start with non-parametric analyses where we make no assumptions about either the distribution of survival times or the functional form of the relationship between a predictor and survival. There are 3 non-parametric methods to describe time-to-event data: actuarial life tables, Kaplan-Meier method, and Nelson-Aalen method.

We use data on occurrence of calf pneumonia in calves raised in 2 different housing systems. Calves surviving to 150 days without pneumonia are considered censored at that time.

temp <- tempfile() download.file( "http://ic.upei.ca/ver/sites/ic.upei.ca.ver/files/ver2_data_R.zip", temp) load(unz(temp, "ver2_data_R/calf_pneu.rdata")) unlink(temp) library(Hmisc) calf_pneu <- upData(calf_pneu, labels = c(calf = 'Calf id', stock = 'Stocking method', days = 'Time to onset of pneumonia or censoring', pn = 'Pneumonia'), levels = list(stock = list('batch' = 0, 'continuous' = 1)))

**Actuarial Life Table**

To create a life table, we use the function lifetab from package KMsurv, after calculating the number of censored and events at each time point and grouping them by time interval (with gsummary from package nlme).

library(KMsurv) interval <- seq(from = 30, to = 165, by = 15) interval <- floor(calf_pneu$days/15) interval.censor <- data.frame(interval, calf_pneu$pn) library(nlme) pneumonia <- gsummary(interval.censor, sum, groups = interval) total <- gsummary(interval.censor, length, groups = interval) lt.data <- cbind(pneumonia[ , 1:2], total[ , 2]) length <- length(lt.data$interval) lt.data[length + 1, ]$interval <- NA nevent <- lt.data[ , 2] nlost <- lt.data[ , 3] - lt.data[ , 2] (life.table <- lifetab(lt.data$interval, 24, nlost, nevent)) nsubs nlost nrisk nevent surv pdf hazard se.surv 1-3 24 0 24.0 1 1.0000000 0.02083333 0.02127660 0.00000000 3-4 23 0 23.0 1 0.9583333 0.04166667 0.04444444 0.04078938 4-5 22 0 22.0 1 0.9166667 0.04166667 0.04651163 0.05641693 5-6 21 0 21.0 3 0.8750000 0.12500000 0.15384615 0.06750772 6-7 18 1 17.5 2 0.7500000 0.08571429 0.12121212 0.08838835 7-8 15 6 12.0 3 0.6642857 0.16607143 0.28571429 0.09686316 8-10 6 0 6.0 1 0.4982143 0.04151786 0.09090909 0.11032937 10-NA 5 5 2.5 0 0.4151786 NA NA 0.11915934 NA-3 0 NA NA NA 0.4151786 NA NA 0.11915934 se.pdf se.hazard 1-3 0.02039469 0.02127178 3-4 0.04078938 0.04443347 4-5 0.04078938 0.04649905 5-6 0.06750772 0.08855994 6-7 0.05792828 0.08555236 7-8 0.08649471 0.16326531 8-10 0.03899969 0.09053265 10-NA NA NA NA-3 NA NA

**Kaplan-Meier Method**

To compute the Kaplan-Meier estimator we use the function survfit from package survival. It takes as argument a Surv object, which gives the time variable and the event of interest. You get the Kaplan-Meier estimate with the summary of the survfit object. We can then plot the estimates to show the Kaplan-Meier survivor function.

library(survival) km.sf <- survfit(Surv(days, pn == 1) ~ 1, data = calf_pneu) summary(km.sf) Call: survfit(formula = Surv(days, pn == 1) ~ 1, data = calf_pneu) time n.risk n.event survival std.err lower 95% CI upper 95% CI 27 24 1 0.958 0.0408 0.882 1.000 49 23 1 0.917 0.0564 0.813 1.000 72 22 1 0.875 0.0675 0.752 1.000 79 21 2 0.792 0.0829 0.645 0.972 89 19 1 0.750 0.0884 0.595 0.945 90 18 1 0.708 0.0928 0.548 0.916 101 17 1 0.667 0.0962 0.502 0.885 113 15 2 0.578 0.1019 0.409 0.816 117 9 1 0.514 0.1089 0.339 0.778 123 6 1 0.428 0.1198 0.247 0.741 plot(km.sf, xlab = "time (days)", ylab = "cumulative survival probability", conf.int = TRUE)

**Nelson-Aalen Method**

A “hazard” is the probability of failure at a point in time, given that the calf had survived up to that point in time. A cumulative hazard, the Nelson-Aaalen estimate, can be computed. The Nelson-Aalen estimate can be calculated by transforming the Fleming-Harrington estimate of survival.

fh.sf <- survfit(Surv(days, pn == 1) ~ 1, data = calf_pneu, type = "fleming") plot(stepfun(fh.sf$time, c(0, -log(fh.sf$surv))), do.points = FALSE, xlab = "time (days)", ylab = "cumulative hazard", main = "", ylim = c(0, 1.5)) lines(stepfun(fh.sf$time, c(0, -log(fh.sf$upper))), lty = 5, do.points = FALSE) lines(stepfun(fh.sf$time, c(0, -log(fh.sf$lower))), lty = 5, do.points = FALSE)

**Tests of the Overall Survival Curve**

Several tests are available to test whether the overall survivor functions in 2 or more groups are equal. We can use the log-rank test, the simplest test, assigning equal weight to each time point estimate and equivalent to a standard Mantel-Haenszel test. Also, there’s the Peto-Peto-Prentice test which weights the stratum-specific estimates by the overall survival experience and so reduces the influence of different censoring patterns between groups.

To do these tests, we apply the survdiff function to the Surv object. The argument rho gives the weights according to and may be any numeric value. Default is rho = 0 which gives the log-rank test. Rho = 1 gives the “Peto & Peto modiﬁcation of the Gehan-Wilcoxon test”. Rho larger than zero gives greater weight to the ﬁrst part of the survival curves. Rho smaller than zero gives weight to the later part of the survival curves.

survdiff(Surv(days, pn == 1) ~ stock, data = calf_pneu, rho = 0) # rho is optional Call: survdiff(formula = Surv(days, pn == 1) ~ stock, data = calf_pneu, rho = 0) N Observed Expected (O-E)^2/E (O-E)^2/V stock=batch 12 4 6.89 1.21 2.99 stock=continuous 12 8 5.11 1.63 2.99 Chisq= 3 on 1 degrees of freedom, p= 0.084 survdiff(Surv(days, pn == 1) ~ stock, data = calf_pneu, rho = 1) # rho=1 asks for Peto-Peto test Call: survdiff(formula = Surv(days, pn == 1) ~ stock, data = calf_pneu, rho = 1) N Observed Expected (O-E)^2/E (O-E)^2/V stock=batch 12 2.89 5.25 1.06 3.13 stock=continuous 12 6.41 4.05 1.38 3.13 Chisq= 3.1 on 1 degrees of freedom, p= 0.0766

Finally we can compare survivor function with stock R plot or using ggplot2. With ggplot2, you get the necessary data from the survfit object and create a new data frame from it. The baseline data (time = 0) are not there so you create it yourself:

(km.stock <- survfit(Surv(days, pn == 1) ~ stock, data = calf_pneu)) Call: survfit(formula = Surv(days, pn == 1) ~ stock, data = calf_pneu) records n.max n.start events median 0.95LCL 0.95UCL stock=batch 12 12 12 4 NA 123 NA stock=continuous 12 12 12 8 113 79 NA plot(km.stock, conf.int = FALSE, col = c("blue4", "darkorange"), xlab = "time (days)", ylab = "cumulative survival probability") legend("bottomleft", inset = .05, c("batch", "continuous"), text.col = c("blue4", "darkorange")) km.df <- data.frame( time = km.stock$time, n.risk = km.stock$n.risk, n.event = km.stock$n.event, surv = km.stock$surv, strata = gsub("stock=", "", summary(km.stock, censored = T)$strata), upper = km.stock$upper, lower = km.stock$lower ) zeros <- data.frame(time = 0, surv = 1, strata = gsub("stock=", "", levels(summary(km.stock)$strata)), upper = 1, lower = 1) library(plyr) km.df <- rbind.fill(zeros, km.df) km.df$strata <- ordered(km.df$strata, levels = c("batch", "continuous")) library(ggplot2) ggplot(km.df, aes(time, surv, colour = strata)) + geom_step(size = 0.6) + xlim(0, 150) + ylim(0, 1) + xlab("time (days)") + ylab("cumulative survival probability") + labs(colour = "stock")

**leave a comment**for the author, please follow the link and comment on their blog:

**denis haine » R**.

R-bloggers.com offers

**daily e-mail updates**about R news and tutorials on topics such as: visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...