ipred (version 0.9-15)

sbrier: Model Fit for Survival Data

Description

Model fit for survival data: the integrated Brier score for censored observations.

Usage

sbrier(obj, pred, btime= range(obj[,1]))

Value

The (integrated) Brier score with attribute time is returned.

Arguments

obj

an object of class Surv.

pred

predicted values. Either a probability or a list of survfit objects.

btime

numeric vector of times, the integrated Brier score is computed if this is of length > 1. The Brier score at btime is returned otherwise.

Details

There is no obvious criterion of model fit for censored data. The Brier score for censoring as well as it's integrated version were suggested by Graf et al (1999).

The integrated Brier score is always computed over a subset of the interval given by the range of the time slot of the survival object obj.

References

Erika Graf, Claudia Schmoor, Willi Sauerbrei and Martin Schumacher (1999), Assessment and comparison of prognostic classification schemes for survival data. Statistics in Medicine 18(17-18), 2529--2545.

See Also

More measures for the validation of predicted surival probabilities are implemented in package pec.

Examples

library("survival")
data("DLBCL", package = "ipred")
smod <- Surv(DLBCL$time, DLBCL$cens)

KM <- survfit(smod ~ 1)
# integrated Brier score up to max(DLBCL$time)
sbrier(smod, KM)

# integrated Brier score up to time=50
sbrier(smod, KM, btime=c(0, 50))

# Brier score for time=50
sbrier(smod, KM, btime=50)

# a "real" model: one single survival tree with Intern. Prognostic Index
# and mean gene expression in the first cluster as predictors
mod <- bagging(Surv(time, cens) ~ MGEc.1 + IPI, data=DLBCL, nbagg=1)

# this is a list of survfit objects (==KM-curves), one for each observation
# in DLBCL
pred <- predict(mod, newdata=DLBCL)

# integrated Brier score up to max(time)
sbrier(smod, pred)

# Brier score at time=50
sbrier(smod, pred, btime=50)
# artificial examples and illustrations

cleans <- function(x) { attr(x, "time") <- NULL; names(x) <- NULL; x }

n <- 100
time <- rpois(n, 20)
cens <- rep(1, n)

# checks, Graf et al. page 2536, no censoring at all!
# no information: \pi(t) = 0.5 

a <- sbrier(Surv(time, cens), rep(0.5, n), time[50])
stopifnot(all.equal(cleans(a),0.25))

# some information: \pi(t) = S(t)

n <- 100
time <- 1:100
mod <- survfit(Surv(time, cens) ~ 1)
a <- sbrier(Surv(time, cens), rep(list(mod), n))
mymin <- mod$surv * (1 - mod$surv)
cleans(a)
sum(mymin)/diff(range(time))

# independent of ordering
rand <- sample(1:100)
b <- sbrier(Surv(time, cens)[rand], rep(list(mod), n)[rand])
stopifnot(all.equal(cleans(a), cleans(b)))

# \testonly{
  # total information: \pi(t | X) known for every obs

  time <- 1:10
  cens <- rep(1,10)
  pred <- diag(10)
  pred[upper.tri(pred)] <- 1
  diag(pred) <- 0
  # 
  # a <- sbrier(Surv(time, cens), pred)
  # stopifnot(all.equal(a, 0))
  # 
# }

# 2 groups at different risk

time <- c(1:10, 21:30)
strata <- c(rep(1, 10), rep(2, 10))
cens <- rep(1, length(time))

# no information about the groups

a <- sbrier(Surv(time, cens), survfit(Surv(time, cens) ~ 1))
b <- sbrier(Surv(time, cens), rep(list(survfit(Surv(time, cens) ~1)), 20))
stopifnot(all.equal(a, b))

# risk groups known

mod <- survfit(Surv(time, cens) ~ strata)
b <- sbrier(Surv(time, cens), c(rep(list(mod[1]), 10), rep(list(mod[2]), 10)))
stopifnot(a > b)

### GBSG2 data
data("GBSG2", package = "TH.data")

thsum <- function(x) {
  ret <- c(median(x), quantile(x, 0.25), quantile(x,0.75))
  names(ret)[1] <- "Median"
  ret
}

t(apply(GBSG2[,c("age", "tsize", "pnodes",
                 "progrec", "estrec")], 2, thsum))

table(GBSG2$menostat)
table(GBSG2$tgrade)
table(GBSG2$horTh)

# pooled Kaplan-Meier

mod <- survfit(Surv(time, cens) ~ 1, data=GBSG2)
# integrated Brier score
sbrier(Surv(GBSG2$time, GBSG2$cens), mod)
# Brier score at 5 years
sbrier(Surv(GBSG2$time, GBSG2$cens), mod, btime=1825)

# Nottingham prognostic index

GBSG2 <- GBSG2[order(GBSG2$time),]

NPI <- 0.2*GBSG2$tsize/10 + 1 + as.integer(GBSG2$tgrade)
NPI[NPI < 3.4] <- 1
NPI[NPI >= 3.4 & NPI <=5.4] <- 2
NPI[NPI > 5.4] <- 3

mod <- survfit(Surv(time, cens) ~ NPI, data=GBSG2)
plot(mod)

pred <- c()
survs <- c()
for (i in sort(unique(NPI)))
    survs <- c(survs, getsurv(mod[i], 1825))

for (i in 1:nrow(GBSG2))
   pred <- c(pred, survs[NPI[i]])

# Brier score of NPI at t=5 years
sbrier(Surv(GBSG2$time, GBSG2$cens), pred, btime=1825)