AbstractLsurvParms

Abstract type representing a model predictors and coefficient parameters

AbstractLsurvResp

Abstract type representing a model response vector

Abstract type for non-parametric survival models, including Kaplan-Meier, Aalen Johansen, and Cox-model based estimates of survival using an Aalen-Johansen-like estimator

Abstract type for proportional hazards models

AbstractPS

Abstract type for parametric survival models

AbstractSurvDist

Abstract type for parametric survival distributions

Type for identifying individuals in survival outcomes.

Used for the id argument in

• Outcome types: LSurvivalResp, LSurvivalCompResp
• Model types: PHModel, KMRisk, AJRisk

Accepts any Number or String. There is no significance to having this particular struct, but it enables easier use of multiple dispatch.

[ID(i) for i in 1:10]

Outcome type for competing risk survival outcomes subject to left truncation and right censoring (not generally needed for users)

Parameters

• enter Time at observation start

• exit Time at observation end

• y event occurrence in observation

• wts observation weights

• eventtimes unique event times

• origin origin on the time scale

• id person level identifier (must be wrapped in ID() function)

• eventtypes vector of unique event types

• eventmatrix matrix of indicators on the observation level

  Signatures:

 struct LSurvivalCompResp{
 E<:AbstractVector,
 X<:AbstractVector,
 Y<:AbstractVector,
 W<:AbstractVector,
 T<:Real,
 I<:AbstractLSurvivalID,
 V<:AbstractVector,
 M<:AbstractMatrix,
 } <: AbstractLSurvivalResp
 enter::E
 exit::X
 y::Y
 wts::W
 eventtimes::X
 origin::T
 id::Vector{I}
 eventtypes::V
 eventmatrix::M
 end

 LSurvivalCompResp(
 enter::E,
 exit::X,
 y::Y,
 wts::W,
 id::Vector{I}
 )

 LSurvivalCompResp(
 enter::E,
 exit::X,
 y::Y,
 id::Vector{I}
 )

 LSurvivalCompResp(
 enter::E,
 exit::X,
 y::Y,
 wts::W,
 )

 LSurvivalCompResp(
 enter::E,
 exit::X,
 y::Y,
 )

 LSurvivalCompResp(
  exit::X,
  y::Y,
  ) where {X<:Vector,Y<:Union{Vector{<:Real},BitVector}}

Outcome type for survival outcome subject to left truncation and right censoring.

Will not generally be needed by users

Parameters

• enter: Time at observation start
• exit: Time at observation end
• y: event occurrence in observation
• wts: observation weights
• eventtimes: unique event times
• origin: origin on the time scale
• id: person level identifier (must be wrapped in ID() function)

 struct LSurvivalResp{
 E<:AbstractVector,
 X<:AbstractVector,
 Y<:AbstractVector,
 W<:AbstractVector,
 T<:Real,
 I<:AbstractLSurvivalID,
 } <: AbstractLSurvivalResp
 enter::E
 exit::X
 y::Y
 wts::W
 eventtimes::E
 origin::T
 id::Vector{I}
 end

 LSurvivalResp(
    enter::E,
    exit::X,
    y::Y,
    wts::W,
    id::Vector{I},
  ) where {
    E<:Vector,
    X<:Vector,
    Y<:Union{Vector{<:Real},BitVector},
    W<:Vector,
    I<:AbstractLSurvivalID,
}

 LSurvivalResp(
 enter::E,
 exit::X,
 y::Y,
 id::Vector{I},
 ) 

 LSurvivalResp(
  y::Vector{Y},
  wts::W,
  id::Vector{I},
  ) where {Y<:AbstractSurvTime,W<:Vector,I<:AbstractLSurvivalID}

 LSurvivalResp(
  enter::E,
  exit::X,
  y::Y,
  ) where {E<:Vector,X<:Vector,Y<:Union{Vector{<:Real},BitVector}}

 LSurvivalResp(exit::X, y::Y) where {X<:Vector,Y<:Vector}

Examples

  # no late entry
  LSurvivalResp([.5, .6], [1,0])

PHModel: Mutable object type for proportional hazards regression (not generally needed for users)

Parameters

• R Survival response

• P # parameters

• ties String: "efron" or "breslow"

• fit Bool: logical for whether the model has been fitted

• bh AbstractMatrix: baseline hazard estimates

  Signatures

 mutable struct PHModel{G<:LSurvivalResp,L<:AbstractLSurvivalParms} <: AbstractPH
 R::G        # Survival response
 P::L        # parameters
 ties::String #"efron" or"breslow"
 fit::Bool
 bh::AbstractMatrix
 end

 PHModel(
 R::G,
 P::L,
 ties::String,
 fit::Bool,
 ) where {G<:LSurvivalResp,L<:AbstractLSurvivalParms}
 PHModel(R::G, P::L, ties::String) where {G<:LSurvivalResp,L<:AbstractLSurvivalParms}
 PHModel(R::G, P::L) where {G<:LSurvivalResp,L<:AbstractLSurvivalParms}

Methods: fit, coef, confint, std_err, show

Example

 using LSurvival
 using Random
 import LSurvival: _stepcox!, dgm_comprisk

 z,x,t,d, event,wt = dgm_comprisk(MersenneTwister(1212), 100);
 enter = zeros(length(t));
 X = hcat(x,z);
 R = LSurvivalResp(enter, t, Int.(d), wt)
 P = PHParms(X)
 mf = PHModel(R,P)
  LSurvival._fit!(mf)

Mutable type for proportional hazards models (not generally needed by users)

PHSsurv: Object type for proportional hazards regression

surv::Vector{Float64} risk::Matrix{Float64} basehaz::Vector{Float64} event::Vector{Float64}

• fitlist: vector of PHSurv objects (Cox model fits)
• eventtypes: vector of unique event types
• times: unique event times
• surv: Overall survival at each time
• risk: Cause-specific risk at each time (1 for each outcome type)
• basehaz: baseline hazard for a specific event type
• event: value of event type that occurred at each time

Methods: fit, show

mutable struct PHSurv{G<:Array{T} where {T<:PHModel}} <: AbstractNPSurv
fitlist::G        
eventtypes::AbstractVector
times::AbstractVector
surv::Vector{Float64}
risk::Matrix{Float64}
basehaz::Vector{Float64}
event::Vector{Float64}
end

PHSurv(fitlist::Array{T}, eventtypes) where {T<:PHModel}
PHSurv(fitlist::Array{T}) where {T<:PHModel}

Type for identifying individuals in survival outcomes. Used for the strata argument in PHModel (not yet implemented)

Accepts any Number or String. There is no significance to having this particular struct, but it enables easier use of multiple dispatch.

[Strata(i) for i in 1:10]

Update the partial likelihood, gradient and Hessian values from a Cox model fit (used during fitting, not generally useful for users).

Uses Breslow's or Efron's partial likelihood.

Updates over all observations

Signature

_update_PHParms!(
 m::M,
 # big indexes
 ne::I,
 caseidxs::Vector{Vector{T}},
 risksetidxs::Vector{Vector{T}},
 ) where {M<:AbstractPH,I<:Int,T<:Int}

updatePHParms!(m, risksetidxs, caseidxs, ne, den)

Aalen-Johansen estimator for cumulative cause-specific risk (in the presence of competing events)

Signatures

 StatsBase.fit!(m::T; kwargs...) where {T<:AbstractNPSurv}

 aalen_johansen(enter::AbstractVector, exit::AbstractVector, y::AbstractVector,
   ; kwargs...)

Keyword arguments

• wts::Vector{<:Real} = similar(enter, 0); vector of case weights (or zero length vector) for each observation
• id::Vector{<:AbstractLSurvivalID} = [ID(i) for i in eachindex(y)]; Vector of AbstractSurvID objects denoting observations that form a single unit (used in bootstrap and jackknife methods)
• atol = 0.00000001; absolute tolerance for defining tied event times
• keepy = true; keep the outcome vector after fitting (may save memory with large datasets)
• eps = 0.00000001; deprecated (replaced by atol)

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
   # event variable is coded 0[referent],1,2
m = fit(AJSurv, enter, t, event)
mw = fit(AJSurv, enter, t, event, wts=wt)

or, equivalently:

aalen_johansen(enter, t, event, wts=wt)

Bootstrapping coefficients of a proportional hazards model

Signatures

# single bootstrap draw, keeping the entire object
bootstrap(rng::MersenneTwister, m::PHModel)
bootstrap(m::PHModel)
# muliple bootstrap draws, keeping only coefficient estimates
bootstrap(rng::MersenneTwister, m::PHModel, iter::Int; kwargs...)
bootstrap(m::PHModel, iter::Int; kwargs...)

Returns:

• If using bootstrap(m): a single bootstrap draw
• If using bootstrap(m, 10) (e.g.): 10 bootstrap draws of the cumulative cause-specific risks at the end of follow up

using LSurvival, Random

id, int, outt, data =
LSurvival.dgm(MersenneTwister(1212), 500, 5; afun = LSurvival.int_0)

d, X = data[:, 4], data[:, 1:3]
weights = rand(length(d))

# survival outcome:
R = LSurvivalResp(int, outt, d, ID.(id))    # specification with ID only
P = PHParms(X)

Mod = PHModel(R, P)
LSurvival._fit!(Mod, start=Mod.P._B, keepx=true, keepy=true)


# careful propogation of bootstrap sampling
idx, R2 = bootstrap(R)
P2 = bootstrap(idx, P)
Modb = PHModel(R2, P2)
LSurvival._fit!(Mod, start=Mod.P._B, keepx=true, keepy=true)

# convenience function for bootstrapping a model
Modc = bootstrap(Mod)
LSurvival._fit!(Modc, start=Modc.P._B);
Modc
Modc.P.X == nothing
Modc.R == nothing

Bootstrap Cox model coefficients

LSurvival._fit!(mb, keepx=true, keepy=true, start=[0.0, 0.0])

using LSurvival, Random
res = z, x, outt, d, event, wts = LSurvival.dgm_comprisk(MersenneTwister(123123), 200)
int = zeros(length(d)) # no late entry
X = hcat(z, x)

mainfit = fit(PHModel, X, int, outt, d .* (event .== 1), keepx=true, keepy=true)

function stddev_finite(x)
 n = length(x)
 mnx = sum(x)/n
 ret = sum((x .- mnx) .^ 2)
 ret /= n-1
 sqrt(ret)
end

# bootstrap standard error versus asymptotic
mb = bootstrap(MersenneTwister(123123), mainfit, 200)
## bootstrap standard error
[stddev_finite(mb[:,i]) for i in 1:2]
## asymptotic standard error
stderror(mainfit)

Bootstrap methods for Aalen-Johansen cumulative risk estimator

Signatures

 # single bootstrap draw, keeping the entire object
 bootstrap(rng::MersenneTwister, m::AJSurv)
 bootstrap(m::AJSurv)

 # muliple bootstrap draws, keeping only coefficient estimates
 bootstrap(rng::MersenneTwister, m::AJSurv, iter::Int; kwargs...)
 bootstrap(m::AJSurv, iter::Int; kwargs...)

Returns:

• If using bootstrap(m): a single bootstrap draw
• If using bootstrap(m, 10) (e.g.): 10 bootstrap draws of the cumulative cause-specific risks at the end of follow up

using LSurvival
using Random

z, x, t, d, event, wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 100)
id = 1:length(x)
enter = zeros(length(t))

aj1 = aalen_johansen(enter, t, event, id=ID.(id), wts=wt)
aj2 = bootstrap(aj1, keepy=false);
ajboot = bootstrap(aj1, 10, keepy=false);
aj1


aj1.R
aj2.R

Bootstrap methods for Kaplan-Meier survival curve estimator

Signatures

 # single bootstrap draw, keeping the entire object
 bootstrap(rng::MersenneTwister, m::KMSurv)
 bootstrap(m::KMSurv)

 # muliple bootstrap draws, keeping only coefficient estimates
 bootstrap(rng::MersenneTwister, m::KMSurv, iter::Int; kwargs...)
 bootstrap(m::KMSurv, iter::Int; kwargs...)

Returns:

• If using bootstrap(m): a single bootstrap draw
• If using bootstrap(m, 10) (e.g.): 10 bootstrap draws of the survival probability at the end of follow up

using LSurvival
using Random

id, int, outt, data =
LSurvival.dgm(MersenneTwister(1212), 20, 5; afun = LSurvival.int_0)

d, X = data[:, 4], data[:, 1:3]
wts = rand(length(d))

km1 = kaplan_meier(int, outt, d, id=ID.(id), wts=wts)
km2 = bootstrap(km1, keepy=false)
km3 = bootstrap(km1, 10, keepy=false)
km1

km1.R
km2.R

Bootstrapping coefficients of a proportional hazards model

Signatures

# single bootstrap draw, keeping the entire object
bootstrap(rng::MersenneTwister, m::PHModel)
bootstrap(m::PHModel)
# muliple bootstrap draws, keeping only coefficient estimates
bootstrap(rng::MersenneTwister, m::PHModel, iter::Int; kwargs...)
bootstrap(m::PHModel, iter::Int; kwargs...)

Returns:

• If using bootstrap(m): a single bootstrap draw
• If using bootstrap(m, 10) (e.g.): 10 bootstrap draws of the cumulative cause-specific risks at the end of follow up

using LSurvival, Random

id, int, outt, data =
LSurvival.dgm(MersenneTwister(1212), 500, 5; afun = LSurvival.int_0)

d, X = data[:, 4], data[:, 1:3]
weights = rand(length(d))

# survival outcome:
R = LSurvivalResp(int, outt, d, ID.(id))    # specification with ID only
P = PHParms(X)

Mod = PHModel(R, P)
LSurvival._fit!(Mod, start=Mod.P._B, keepx=true, keepy=true)


# careful propogation of bootstrap sampling
idx, R2 = bootstrap(R)
P2 = bootstrap(idx, P)
Modb = PHModel(R2, P2)
LSurvival._fit!(Mod, start=Mod.P._B, keepx=true, keepy=true)

# convenience function for bootstrapping a model
Modc = bootstrap(Mod)
LSurvival._fit!(Modc, start=Modc.P._B);
Modc
Modc.P.X == nothing
Modc.R == nothing

Bootstrap Cox model coefficients

LSurvival._fit!(mb, keepx=true, keepy=true, start=[0.0, 0.0])

using LSurvival, Random
res = z, x, outt, d, event, wts = LSurvival.dgm_comprisk(MersenneTwister(123123), 200)
int = zeros(length(d)) # no late entry
X = hcat(z, x)

mainfit = fit(PHModel, X, int, outt, d .* (event .== 1), keepx=true, keepy=true)

function stddev_finite(x)
 n = length(x)
 mnx = sum(x)/n
 ret = sum((x .- mnx) .^ 2)
 ret /= n-1
 sqrt(ret)
end

# bootstrap standard error versus asymptotic
mb = bootstrap(MersenneTwister(123123), mainfit, 200)
## bootstrap standard error
[stddev_finite(mb[:,i]) for i in 1:2]
## asymptotic standard error
stderror(mainfit)

Bootstrap sampling of a proportional hazards predictor object

using LSurvival, Random

id, int, outt, data =
LSurvival.dgm(MersenneTwister(1212), 20, 5; afun = LSurvival.int_0)

d, X = data[:, 4], data[:, 1:3]
weights = rand(length(d))

# survival outcome:
R = LSurvivalResp(int, outt, d, ID.(id))    # specification with ID only
P = PHParms(X)
idx, R2 = bootstrap(R)
P2 = bootstrap(idx, P)

Mod = PHModel(R2, P2)
LSurvival._fit!(Mod, start=Mod.P._B)

Bootstrapping sampling of a competing risk survival response

Signatures

bootstrap(rng::MersenneTwister, R::T) where {T<:LSurvivalCompResp}
bootstrap(R::T) where {T<:LSurvivalCompResp}

z,x,t,d,event,weights =
LSurvival.dgm_comprisk(MersenneTwister(1212), 300)
enter = zeros(length(event))

# survival outcome:
R = LSurvivalCompResp(enter, t, event, weights, ID.(collect(1:length(t))))    # specification with ID only
bootstrap(R) # note that entire observations/clusters identified by id are kept

Bootstrapping sampling of a survival response

id, int, outt, data =
LSurvival.dgm(MersenneTwister(1212), 20, 5; afun = LSurvival.int_0)

d, X = data[:, 4], data[:, 1:3]
weights = rand(length(d))

# survival outcome:
R = LSurvivalResp(int, outt, d, ID.(id))    # specification with ID only

Two-tailed p-value for a (null) standard normal distribution depends on SpecialFunctions https://en.wikipedia.org/wiki/Normal_distribution

    calcp(z) = 1.0 - SpecialFunctions.erf(abs(z) / sqrt(2))

    calcp(1.96)

quantile function for a chi-squared distribution depends on SpecialFunctions https://en.wikipedia.org/wiki/Chi-squared_distribution

Source code, example:

    cdfchisq(df, x) = SpecialFunctions.gamma_inc(df / 2, x / 2, 0)[1]

    cdfchisq(3, 3.45)

quantile function for a standard normal distribution depends on SpecialFunctions https://en.wikipedia.org/wiki/Normal_distribution

Source code, example:

    cdfnorm(z) = 0.5 * (1 + SpecialFunctions.erf(z / sqrt(2)))
    
    cdfnorm(1.96)

Fit method for AbstractPH objects (Cox models)

Keyword arguments (used here, and passed on to internal structs)

• ties "breslow" or "efron" (default)

• wts observation weights

• ties "breslow" or "efron" (default)

• offset not currently used at all

• fitargs arguments passed to other structs, which include

  • id cluster or individual level ID (defaults to a unique value for each row of data) see note below on ID
  • contrasts StatsModel style contrasts (dicts) that can be used for variable transformations/indicator variable creation (e.g. https://juliastats.org/StatsModels.jl/stable/contrasts/)

• Arguments passed onto fitting routine:

  • eps (default: Float64 = 1e-9) tolerance for declaring convergence. Model is determined to be converged when relative change in log-partial likelihood is < eps .
  • getbasehaz (default: true): estimate baseline hazard
  • start (default: nothing) nothing, or vector of floats corresponding to initial values for parameters. Note that this defaults to a vector of zeros when set to nothing, and setting to other values invalidates some of the test statistics reported by default with coxph.
  • keepx (default: true) logical. Keep design matrix in AbstractPH object output (set to false for slight computational gain).
  • keepy (default: true)logical. Keep outcome in AbstractPH object output (set to false for slight computational gain).
  • bootstrap_sample (default: false) Fit the model to a bootstrap sample of the data (not generally used by end-users, but provides some convenience toward bootstrap variance estimation).
  • bootstrap_rng (default: Random.MersenneTwister()) Random number seed used when drawing a bootstrap sample of the data (not generally used by end-users, but provides some convenience toward bootstrap variance estimation).

  Signatures

  fit(::Type{M},
  X::AbstractMatrix,#{<:FP},
  enter::AbstractVector{<:Real},
  exit::AbstractVector{<:Real},
  y::Union{AbstractVector{<:Real},BitVector}
  ;
  ties ="breslow",
  wts::AbstractVector{<:Real}      = similar(y, 0),
  offset::AbstractVector{<:Real}   = similar(y, 0),
  fitargs...) where {M<:AbstractPH}

 coxph(f::FormulaTerm, data; kwargs...)

  coxph(X, enter, exit, y, args...; kwargs...)

   using LSurvival, Random
   z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
   enter = zeros(length(t));
   X = hcat(x,rand(length(x)));
    m = fit(PHModel, X, enter, t, d, ties="efron")
   m2 = fit(PHModel, X, enter, t, d, ties="breslow")
   coeftable(m)

Note on use of id keyword

id is not needed in person-period structure data for standard estimates or confidence intervals

  using Random, LSurvival
     id, int, outt, dat =
         LSurvival.dgm(MersenneTwister(123123), 100, 100; afun = LSurvival.int_0)
     data = (
             int = int,
             outt = outt,
             d = dat[:,4] .== 1,
             x = dat[:,1],
             z = dat[:,2]
     )

     f = @formula(Surv(int, outt,d)~x+z)
     coxph(f, data)

BUT, you must specify id to get appropriate robust variance and some other statistics.

Here is an example where the same data are presented in two different ways, which should yield identical statistics when used in Cox model.

 dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )
  ft = coxph(@formula(Surv(time,status)~x),dat1)
  bic(ft)
  nobs(ft)
  dof_residual(ft)
  # lrtest is another one

  stderror(ft)                     # model based
  stderror(ft, type="robust")   # robust standard error, based on dfbeta residuals
  ft

  # now using "clustered" data with multiple observations per individual
 dat1clust= (
     id = [1,2,3,3,4,4,5,5,6,6],
     enter = [0,0,0,1,0,1,0,1,0,1],
     exit = [1,1,1,6,1,6,1,8,1,9],
     status = [1,0,0,1,0,1,0,0,0,1],
     x = [1,1,1,1,0,0,0,0,0,0]
 )
 
 # use the `id` parameter with the ID struct
 ft2 = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust, id=ID.(dat1clust.id))
 bic(ft2)                       # CORRECT        
 nobs(ft2)                      # CORRECT
 dof_residual(ft2)              # CORRECT
  
 stderror(ft2)                  # model based (CORRECT)
 stderror(ft2, type="robust")   # robust standard error, based on `id` level dfbeta residuals (CORRECT)
 # once robust SE is calculated, coefficient table uses the robust SE for confidence intervals and test statistics
 ft2   # CORRECT (compare to `ft` object)

NOTE THE FOLLOWING IS INCORRECT because the id keyword is omitted

 ft2w = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust)
 bic(ft2w)                          # INCORRECT 
 nobs(ft2w)                         # INCORRECT
 dof_residual(ft2w)                 # INCORRECT

 stderror(ft2w)                     # model based (CORRECT)
 stderror(ft2w, type="robust")      # robust variance (INCORRECT)
 
 ft2w # the coefficient table now shows incorrect confidence intervals and test statistics
  

Cumulative hazard functions for sets of covariate values.

i.e. for a cox model λ(t|X) = λ_0(t)exp(Xβ)
estimate of  Λ(t | X = newX)
 = Λ(t | X = newX)
 = ∑ λ(t | X = newX)
 = ∑ λ_0(t)exp(newXβ)

  where λ_0(t) is an estimate of the baseline hazard

This function does not accomodate late entry

    using LSurvival
    dt = (
       id = [1,2,3,3,4,4,5,5,6,6],
       enter = [0,0,0,1,0,3,0,3,0,3],
       exit = [1,1,1,6,1,6,1,8,1,9],
       status = [1,1,0,1,0,1,0,1,0,0],
       x = [1,1,1,1,0,0,0,0,0,0]
    )
   
    # use the `id` parameter with the ID struct
    ft2 = coxph(@formula(Surv(enter, exit, status) ~ x),dt, id=ID.(dt.id))
    ft3 = coxph(@formula(Surv(enter, exit, status) ~ x),dt)
    newids = ID.([1,2,3,4,5])
    newX = [1,1,1,0,0][:,:]
    entertime = [0,0,0,0,0]
    exittime = [8,8,9,10,9]

    try 
        cumhaz(ft2) # throws an error due to late entry in initial fit
    catch e
        println(e)
    end
    cumhaz(ft2,newX,entertime,exittime,newids) # warns about carrying forward covariate values
    cumhaz(ft2,newX) # no warning

Hessian contribution for an observation in a parametric survival model

    d = m.d
    i = 1
    enter = m.R.enter[i]
    exit = m.R.exit[i]
    y = m.R.y[i]
    wts = m.R.wts[i]
    x = m.P.X[i,:]
    θ=[1,0,.4]

Generating discrete survival data without competing risks

Signatures

dgm(rng::MersenneTwister, n::Int, maxT:Int; afun = int_0, yfun = yprob, lfun = lprob)

dgm(n::Int, maxT::Int; kwargs...)

Usage: dgm(rng, n, maxT;afun=int0, yfun=yprob, lfun=lprob) dgm(n, maxT;afun=int0, yfun=yprob, lfun=lprob)

Where afun, yfun, and lfun are all functions that take arguments v,l,a and output time-specific values of a, y, and l respectively Example:

expit(mu) =  inv(1.0+exp(-mu))

function aprob(v,l,a)
expit(-1.0 + 3*v + 2*l)
end
  
function lprob(v,l,a)
expit(-3 + 2*v + 0*l + 0*a)
end
  
function yprob(v,l,a)
expit(-3 + 2*v + 0*l + 2*a)
end
  # 10 individuals followed for up to 5 times
LSurvival.dgm(10, 5;afun=aprob, yfun=yprob, lfun=lprob)

Generating continuous survival data with competing risks

Signatures

dgm_comprisk(rng::MersenneTwister, n::Int)

dgm_comprisk(n::Int)

    - rng = random number generator    
    - n = sample size

Example:

using LSurvival
# 100 individuals with two competing events
z,x,t,d,event,weights = LSurvival.dgm_comprisk(100)
    

Proportional hazards model from a Weibull distribution with scale parameter λ

dgm_phmodel(rng::MersenneTwister, n::Int; 
    λ=1.25,
    β=[0.0, 0.0]
    )

keyword parameters:

• λ: Weibull scale parameter
• β: vector of regression coefficients

rng = MersenneTwister()
X, t, d, _ = dgm_phmodel(2000; λ=1.25,β=[1.0, -0.5])
coxph(@formula(Surv(t0,t,d)~x+z), (t=t,t0=t.*0,d=d,x=X[:,1],z=X[:,2]))

Gradient contribution for an observation in a parametric survival model

    d = m.d
    i = 1
    enter = m.R.enter[i]
    exit = m.R.exit[i]
    y = m.R.y[i]
    wts = m.R.wts[i]
    x = m.P.X[i,:]
    θ=[1,0,.4]

α=0.1 ρ =-1.2 κ=1.9 t = 2.0

exp((log(t) - α)exp(-ρ) - ρ) - exp(κ - ρ) (α - log(t))exp(κ - ρ) + (log(t) - α)exp((log(t) - α)exp(-ρ) - ρ) - 1 (log(t) - α)exp(κ - ρ) - exp(κ)SpecialFunctions.digamma(exp(κ))

α=0.1 ρ =-1.2 κ=1.9 t = 2.0 dlsurv_gengamma(α, ρ, κ, t; fd = 1e-14)

Obtain jackknife (leave-one-out) estimates from a Aalen-Johansen risk curve (risk at end of follow-up) by refitting the model n times

Signatures

jackknife(m::M;kwargs...) where {M<:AJSurv}

Obtain jackknife (leave-one-out) estimates from a Kaplan-Meier survival curve (survival at end of follow-up) by refitting the model n times

Signatures

jackknife(m::M;kwargs...) where {M<:KMSurv}

using LSurvival, Random, StatsBase

dat1 = (time = [1, 1, 6, 6, 8, 9], status = [1, 0, 1, 1, 0, 1], x = [1, 1, 1, 0, 0, 0])

dat1clust = (
  id = [1, 2, 3, 3, 4, 4, 5, 5, 6, 6],
  enter = [0, 0, 0, 1, 0, 1, 0, 1, 0, 1],
  exit = [1, 1, 1, 6, 1, 6, 1, 8, 1, 9],
  status = [1, 0, 0, 1, 0, 1, 0, 0, 0, 1],
  x = [1, 1, 1, 1, 0, 0, 0, 0, 0, 0],
)

m = kaplan_meier(dat1.time, dat1.status)
a = aalen_johansen(dat1.time, dat1.status)
mc = kaplan_meier(dat1clust.enter, dat1clust.exit, dat1clust.status, id=ID.(dat1clust.id))
ac = aalen_johansen(dat1clust.enter, dat1clust.exit, dat1clust.status, id=ID.(dat1clust.id))
jk = jackknife(m);
jkc = jackknife(mc);
jka = jackknife(a);
bs = bootstrap(mc, 100);
std(bs[:,1])
stderror(m, type="jackknife")
stderror(mc, type="jackknife")
@assert jk == jkc

Obtain jackknife (leave-one-out) estimates from a Cox model by refitting the model n times

using LSurvival, Random, StatsBase
id, int, outt, data =
LSurvival.dgm(MersenneTwister(112), 100, 10; afun = LSurvival.int_0)
data[:, 1] = round.(data[:, 1], digits = 3)
d, X = data[:, 4], data[:, 1:3]
wt = rand(length(d))
wt ./= (sum(wt) / length(wt))
m = coxph(X,int, outt,d, wts=wt, id=ID.(id))

jk = jackknife(m);
bs = bootstrap(MersenneTwister(12321), m, 1000);
N = nobs(m)
#comparing estimate with jackknife estimate with bootstrap mean
hcat(coef(m), mean(jk, dims=1)[1,:], mean(bs, dims=1)[1,:])
semb = stderror(m)
sebs = std(bs, dims=1)
sero = stderror(m, type="robust")
sejk = stderror(m, type="jackknife")
sejk_manual = std(jk, dims=1, corrected=false) .* sqrt(N-1)

sqrt.(diag(LSurvival.jackknife_vcov(m)))

hcat(semb, sebs[1,:], sejk, sejk_manual[1,:], sero)

dat1 = (time = [1, 1, 6, 6, 8, 9], status = [1, 0, 1, 1, 0, 1], x = [1, 1, 1, 0, 0, 0])
dat1clust = (
  id = [1, 2, 3, 3, 4, 4, 5, 5, 6, 6],
  enter = [0, 0, 0, 1, 0, 1, 0, 1, 0, 1],
  exit = [1, 1, 1, 6, 1, 6, 1, 8, 1, 9],
  status = [1, 0, 0, 1, 0, 1, 0, 0, 0, 1],
  x = [1, 1, 1, 1, 0, 0, 0, 0, 0, 0],
)

m = coxph(@formula(Surv(time, status)~x),dat1)
mc = coxph(@formula(Surv(enter, exit, status)~x),dat1clust, id=ID.(dat1clust.id))
jk = jackknife(m);
jkc = jackknife(mc);
bs = bootstrap(mc, 100);
std(bs[:,1])
stderror(m, type="jackknife")
stderror(mc, type="jackknife")
@assert jk == jkc

Kaplan-Meier estimator for cumulative conditional risk

Signatures

StatsBase.fit!(m::T; kwargs...) where {T<:AbstractNPSurv}

kaplan_meier(enter::AbstractVector, exit::AbstractVector, y::AbstractVector,
   ; kwargs...)

Keyword arguments

• wts::Vector{<:Real} = similar(enter, 0); vector of case weights (or zero length vector) for each observation
• id::Vector{<:AbstractLSurvivalID} = [ID(i) for i in eachindex(y)]; Vector of AbstractSurvID objects denoting observations that form a single unit (used in bootstrap and jackknife methods)
• atol = 0.00000001; absolute tolerance for defining tied event times
• censval = 0; value of the outcome to be considered a censored event
• keepy = true; keep the outcome vector after fitting (may save memory with large datasets)
• eps = 0.00000001; deprecated (replaced by atol)

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
m = fit(KMSurv, enter, t, d)
mw = fit(KMSurv, enter, t, d, wts=wt)

or, equivalently:

kaplan_meier(enter, t, d, wts=wt)

dat1 = (time = [1, 1, 6, 6, 8, 9], status = [1, 0, 1, 1, 0, 1], x = [1, 1, 1, 0, 0, 0]) enter = zeros(length(dat1.time)) t = dat1.time d = dat1.status X = hcat(ones(length(dat1.x)), dat1.x) wt = ones(length(t))

dist = Exponential() P = PSParms(X[:,1:1], extraparms=length(dist)-1) P = PSParms(X, extraparms=length(dist)-1) P.B P.grad R = LSurvivalResp(dat1.time, dat1.status) # specification with ID only m = PSModel(R,P,dist)

λ=1 θ = rand(2) lgh!(m, θ) θ .+= inv(-m.P.hess) * m.P.grad * λ

lgh!(m, θ .+ [-.00, 0, 0]) lgh!(m, θ .+ [-.01, 0.05, 0.05])

m.P._LL

Update the partial likelihood, gradient and Hessian values from a Cox model fit (used during fitting, not generally useful for users).

Uses Breslow's partial likelihood.

Updates over all observations

Signature

lgh_breslow!(m::M, j, caseidx, risksetidx) where {M<:AbstractPH}

Update the partial likelihood, gradient and Hessian values from a Cox model fit (used during fitting, not generally useful for users).

Uses Efron's partial likelihood.

Updates over all observations

Signature

lgh_efron!(m::M, j, caseidx, risksetidx) where {M<:AbstractPH}

Log likelihood contribution for an observation in a parametric survival model

    d = m.d
    i = 1
    enter = m.R.enter[i]
    exit = m.R.exit[i]
    y = m.R.y[i]
    wts = m.R.wts[i]
    x = m.P.X[i,:]
    θ=[1,0,.4]
    
    m.P._B

Log-likelihood calculation for Exponential regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential()
lpdf_gradient(d, θ, t, x)

Log probability distribution function: Exponential distribution

    β = [-2, 1.2]
    x = [2,.1]
    ρ = -0.5
    t = 3.0
    α = dot(β,x)
    d = Exponential()
    lpdf(d, t)

log probability distribution for generalized gamma regression

log probability distribution function, generalized gamma distribution

Location scale representation (Klein Moeschberger ch 12)

log probability distribution for Gamma regression

log probability distribution function, Gamma distribution

Location scale representation (Klein Moeschberger ch 12)

Log likelihood calculation for Lognormal regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal()
lpdf(d, vcat(θ,ρ), t, x)

log probability distribution function: Weibull distribution

Location scale representation (Klein Moeschberger ch 12)

Log-likelihood calculation for weibull regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Weibull()
lpdf(d, vcat(θ,ρ), t, x)

Log probability distribution function: Weibull distribution

location scale representation (Klein Moeschberger ch 12)

α=0.1   # location
ρ=-1.2  # log(scale)
time=2
lpdf(Weibull(α, ρ), time)

Gradient calculation for Exponential regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential()
lpdf_gradient(d, θ, t, x)

log probability distribution gradient for generalized gamma regression analytic gradient

log probability distribution gradient for Gamma regression analytic gradient

Gradient calculation for Lognormal regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal()
lpdf_gradient(d, vcat(θ,ρ), t, x)

Gradient calculation for weibull regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
#α = dot(β,x)
d = Weibull()
lpdf_gradient(d, vcat(θ,ρ), t, x)

Hessian calculation for Exponential regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential()
lpdf_hessian(d, θ, t, x)

Hessian calculation for Weibull distribution: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential(α)
lpdf_hessian(d, t)

Hessian calculation for generalized gamma regression: PDF

placeholder function: returns nothing

Hessian calculation for generalized gamma distribution: PDF

placeholder function: returns nothing

Hessian calculation for Gamma regression: PDF

placeholder function: returns nothing

Hessian calculation for Gamma distribution: PDF

placeholder function: returns nothing

Hessian calculation for Log-normal regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal()
lpdf_hessian(d, vcat(θ,ρ), t, x)

Hessian calculation for Log-normal distribution: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal(α, ρ)
lpdf_hessian(d, t)

Hessian calculation for weibull regression: PDF

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Weibull()
lpdf_hessian(d, vcat(θ,ρ), t, x)

α = -1.2 ρ = 1.8 t = 4.3 z = (log(t) - α) * exp(-ρ) z - exp(z) - ρ - log(t)

Log-likelihood calculation for Exponential regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential()
lsurv(d, θ, t, x)

Log survival function: Exponential distribution

    β = [-2, 1.2]
    x = [2,.1]
    ρ = -0.5
    t = 3.0
    α = dot(β,x)
    d = Exponential()
    lsurv(d, t)

log survival distribution for generalized gamma regression

log probability distribution function, generalized gamma distribution

Location scale representation (Klein Moeschberger ch 12)

log survival distribution for Gamma regression

log probability distribution function, Gamma distribution

Location scale representation (Klein Moeschberger ch 12)

Log likelihood calculation for Log-normal regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal()
lsurv(d, vcat(θ,ρ), t, x)

log probability distribution function: Weibull distribution

Location scale representation (Klein Moeschberger ch 12)

Log-likelihood calculation for weibull regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Weibull()
lsurv(d, vcat(θ,ρ), t, x)

Log survival distribution function: Weibull distribution

location, log(scale) representation (Klein Moeschberger ch 12)

α=0.1   # location
ρ=-1.2  # log(scale)
time=2
lsurv(Weibull(α, ρ), time)

Gradient calculation for Exponential regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential()
lsurv_gradient(d, θ, t, x)

log survival distribution gradient for generalized gamma regression uses finite differences

log survival distribution gradient for Gamma regression uses finite differences

Gradient calculation for Log-normal regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal()
lsurv_gradient(d, vcat(θ,ρ), t, x)

Gradient calculation for weibull regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Weibull()
lsurv_gradient(d, vcat(θ,ρ), t, x)

Hessian calculation for Exponential regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential()
lsurv_hessian(d, θ, t, x)

Hessian calculation for Exponential distribution: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Exponential(α)
lsurv_hessian(d, t)

Hessian calculation for generalized gamma regression: Survival

placeholder function: returns nothing

Hessian calculation for generalized gamma distribution: Survival

placeholder function: returns nothing

Hessian calculation for Gamma regression: Survival

placeholder function: returns nothing

Hessian calculation for Gamma distribution: Survival

placeholder function: returns nothing

Hessian calculation for Log-normal regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal()
lsurv_hessian(d, vcat(θ,ρ), t, x)

Hessian calculation for Log-normal distribution: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Lognormal(α, ρ)
lsurv_hessian(d, t)

Hessian calculation for weibull regression: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Weibull()
lsurv_hessian(d, vcat(θ,ρ), t, x)

Hessian calculation for Weibull distribution: Survival

β = [-2, 1.2]
x = [2,.1]
ρ = -0.5
t = 3.0
α = dot(β,x)
d = Weibull(α, ρ)
lsurv_hessian(d, t)

quantile function for a standard normal distribution depends on SpecialFunctions https://en.wikipedia.org/wiki/Normal_distribution

Source code, example:

    qstdnorm(p) = sqrt(2) * SpecialFunctions.erfinv(2.0 * p - 1.0)
    
    qstdnorm(.975)

Quantile function for the Weibull distribution

\[F(t) = egin{cases} 1 - e^{{-t/ρ}^{α}}&, t ≥ 0\ 0&, t < 0 nd{cases} Q(p) = ρ * (log(1/(1-p))^{1/α})\]

lightweight function used for simulation

Note that there is no checking that parameters α,ρ are positively bound, and p ∈ (0,1), and errors will be given if this is not the case

Signature:

qweibull(p::Real,α::Real,ρ::Real)

Source code, example:

qweibull(p, α, ρ) = ρ * ((-log1p(-p))^(1 / α))

# cross reference the approach in the Distributions package
quantile(Distributions.Weibull(.75, 1.1), .3)
LSurvival.qweibull(0.3, .75, 1.1)

Random draw from Weibull distribution

lightweight function used for simulation

Note that there is no checking that parameters α,ρ are positively bound, and errors will be given if this is not the case

Signatures:

randweibull(rng::MersenneTwister,α::Real,ρ::Real)
randweibull(α::Real,ρ::Real)

Source code, example:

randweibull(rng, α, ρ) = qweibull(rand(rng), α, ρ)
randweibull(α, ρ) = randweibull(MersenneTwister(), α, ρ)

# cross reference the approach in the Distributions package
rand(Distributions.Weibull(.75, 1.1))
randweibull(.75, 1.1)

Survival curve estimation using multiple cox models

Signatures

  risk_from_coxphmodels(fitlist::Vector{T}, args...; kwargs...) where {T<:PHModel}

  fit(::Type{M}, fitlist::Vector{T}, ; fitargs...) where {M<:PHSurv,T<:PHModel}

Optional keywords

• coef_vectors = nothing(default) or vector of coefficient vectors from the cox models [will default to the coefficients from fitlist models]
• pred_profile = nothing(default) or vector of specific predictor values of the same length as the coef_vectors[1]

 using LSurvival
 using Random
 # event variable is coded 0[referent],1,2
 z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
 enter = zeros(length(t));

 ft1 = coxph(hcat(x,z), enter, t, (event .== 1))
 nidx = findall(event .!= 1)
 ft2 = coxph(hcat(x,z)[nidx,:], enter[nidx], t[nidx], (event[nidx] .== 2))

 # risk at referent levels of `x` and `z`
 risk_from_coxphmodels([ft1,ft2])

 # risk at average levels of `x` and `z`
 mnx = sum(x)/length(x)
 mnz = sum(z)/length(z)
 # equivalent
 fit(PHSurv, [ft1,ft2], pred_profile=[mnx,mnz])
 risk_from_coxphmodels([ft1,ft2], pred_profile=[mnx,mnz])

Loading example survival analysis datasets

using LSurvival, Plots # note Plots does not install by default
heartdata, heartmeta = survivaldata("heart")
ft = coxph(@formula(Surv(start, stop, event)~surgery), heartdata);
# plot baseline cumulative hazard
basehazplot(ft)
# plot Schoenfeld residuals
coxdx(ft)  

Recipe for aalen-johansen risk curve

    using Plots, LSurvival
    res = z, x, outt, d, event, weights = LSurvival.dgm_comprisk(MersenneTwister(123123), 100)
    int = zeros(length(d)) # no late entry
    
        c = fit(AJSurv, int, outt, event)
        #risk2 = aalen_johansen(int, outt, event)
        plot(c)

Plotting a kaplan meier curve

    using Plots, LSurvival
dat4 = (
    id = [1, 1, 2, 2, 2, 3, 4, 5, 5, 6],
    enter = [1, 2, 5, 4, 6, 7, 3, 6, 8, 0],
    exit = [2, 5, 6, 7, 8, 9, 6, 8, 14, 9],
    status = [0, 1, 0, 0, 1, 0, 1, 0, 0, 1],
    x = [0.1, 0.1, 1.5, 1.5, 1.5, 0, 0, 0, 0, 3],
    z = [1, 1, 0, 0, 0, 0, 0, 1, 1, 0],
    w = [0, 0, 0, 0, 0, 1, 1, 1, 1, 0],
)
R = LSurvivalResp(dat4.enter, dat4.exit, dat4.status)
    k = kaplan_meier(dat4.enter, dat4.exit, dat4.status)
    plot(k)

function name(::Type{T}) where {T}
    #https://stackoverflow.com/questions/70043313/get-simple-name-of-type-in-julia
    isempty(T.parameters) ? T : T.name.wrapper
end

using Plots, LSurvival
dat2 = (
    enter = [1, 2, 5, 2, 1, 7, 3, 4, 8, 8],
    exit = [2, 3, 6, 7, 8, 9, 9, 9, 14, 17],
    status = [1, 1, 1, 1, 1, 1, 1, 0, 0, 0],
    x = [1, 0, 0, 1, 0, 1, 1, 1, 0, 0],
)
fte = survreg(@formula(Surv(enter, exit, status)~x), dat2)

# density function
aftdist(fte, label="X=0")
aftdist!(fte, covlevels=[1.0, 2.0], color="red", label="X=1")

# Survival function
aftdist(fte, type="surv", label="X=0")
aftdist!(fte, type="surv", covlevels=[1.0, 2.0], color="red", label="X=1")

# hazard function
aftdist(fte, type="haz", label="X=0")
aftdist!(fte, type="haz", covlevels=[1.0, 2.0], color="red", label="X=1")

# Cumulative incidence/risk function
aftdist(fte, type="risk", label="X=0")
aftdist!(fte, type="risk", covlevels=[1.0, 2.0], color="red", label="X=1")

Plotting baseline hazard for a Cox model

using Plots, LSurvival
dat2 = (
    enter = [1, 2, 5, 2, 1, 7, 3, 4, 8, 8],
    exit = [2, 3, 6, 7, 8, 9, 9, 9, 14, 17],
    status = [1, 1, 1, 1, 1, 1, 1, 0, 0, 0],
    x = [1, 0, 0, 1, 0, 1, 1, 1, 0, 0],
)
fte = coxph(@formula(Surv(enter, exit, status)~x), dat2, maxiter=0)
ftb = coxph(@formula(Surv(enter, exit, status)~x), dat2, ties="breslow", maxiter=0)

plot(fte, label="Efron")
plot!(ftb, label="Breslow")

using Plots, LSurvival
dat2 = (
    enter = [1, 2, 5, 2, 1, 7, 3, 4, 8, 8],
    exit = [2, 3, 6, 7, 8, 9, 9, 9, 14, 17],
    status = [1, 1, 1, 1, 1, 1, 1, 0, 0, 0],
    x = [1, 0, 0, 1, 0, 1, 1, 1, 0, 0],
)
fte = coxph(@formula(Surv(enter, exit, status)~x), dat2)

coxdx(fte)

using Plots, LSurvival
dat2 = (
    enter = [1, 2, 5, 2, 1, 7, 3, 4, 8, 8],
    exit = [2, 3, 6, 7, 8, 9, 9, 9, 14, 17],
    status = [1, 1, 1, 1, 1, 1, 1, 0, 0, 0],
    x = [1, 0, 0, 1, 0, 1, 1, 1, 0, 0],
)
fte = coxph(@formula(Surv(enter, exit, status)~x), dat2)

coxinfluence(fte, type="jackknife", par=1)
coxinfluence!(fte, type="dfbeta", color=:red, par=1)

Plotting baseline hazard for a Cox model

using Plots, LSurvival
dat4 = (
    id = [1, 1, 2, 2, 2, 3, 4, 5, 5, 6],
    enter = [1, 2, 5, 4, 6, 7, 3, 6, 8, 0],
    exit = [2, 5, 6, 7, 8, 9, 6, 8, 14, 9],
    status = [0, 1, 0, 0, 1, 0, 1, 0, 0, 1],
    x = [0.1, 0.1, 1.5, 1.5, 1.5, 0, 0, 0, 0, 3],
    z = [1, 1, 0, 0, 0, 0, 0, 1, 1, 0],
    w = [0, 0, 0, 0, 0, 1, 1, 1, 1, 0],
)

k = kaplan_meier(dat4.enter, dat4.exit, dat4.status)

lognlogplot(k)

Plotting LSurvivalResp objects (outcomes in cox models, kaplan meier curves, parametric survival models)

Recipe for plotting time-to-event outcomes

using Plots, LSurvival

dat4 = (
    id = [1, 1, 2, 2, 2, 3, 4, 5, 5, 6],
    enter = [1, 2, 5, 4, 6, 7, 3, 6, 8, 0],
    exit = [2, 5, 6, 7, 8, 9, 6, 8, 14, 9],
    status = [0, 1, 0, 0, 1, 0, 1, 0, 0, 1],
    x = [0.1, 0.1, 1.5, 1.5, 1.5, 0, 0, 0, 0, 3],
    z = [1, 1, 0, 0, 0, 0, 0, 1, 1, 0],
    w = [0, 0, 0, 0, 0, 1, 1, 1, 1, 0],
)
R = LSurvivalResp(dat4.enter, dat4.exit, dat4.status)
plot([[R.enter[i], R.exit[i]] for i in eachindex(R.enter)], [[i, i] for i in values(R.id)])

Recipe for cox-model based risk curves

    using Plots, LSurvival, Random, StatsBase
    res = z, x, outt, d, event, wts = LSurvival.dgm_comprisk(MersenneTwister(123123), 100)
    X = hcat(z, x)
    int = zeros(length(d)) # no late entry
    ft1 = fit(PHModel, X, int, outt, d .* (event .== 1), wts=wts)
    ft2 = fit(PHModel, X, int, outt, d .* (event .== 2), wts=wts)
    c = risk_from_coxphmodels([ft1, ft2], pred_profile = mean(X, dims=1))
    
    plot(c)

Greenwood's formula for variance and confidence intervals of a Aalen-Johansen risk function

Signatures:

StatsBase.stderror(m::AJSurv)

StatsBase.confint(m:AJSurv; level=0.95, method="normal")

Keyword arguments

• method
  • "normal" normality-based confidence intervals
  • "lognlog" log(-log(S(t))) based confidence intervals

res = z, x, outt, d, event, wts = LSurvival.dgm_comprisk(MersenneTwister(123123), 100)
int = zeros(length(d)) # no late entry
m = fit(AJSurv, int, outt, event)
stderror(m)
confint(m, level=0.95)

Greenwood's formula for variance and confidence intervals of a Kaplan-Meier survival curve

Signatures:

StatsBase.stderror(m::KMSurv)

StatsBase.confint(m:KMSurv; level=0.95, method="normal")

Keyword arguments

method:

• "normal" normality-based confidence intervals
• "lognlog" log(-log(S(t))) based confidence intervals

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
m = fit(KMSurv, enter, t, d)
mw = fit(KMSurv, enter, t, d, wts=wt)
stderror(m)
confint(m, method="normal")
confint(m, method="lognlog") # log-log transformation

Kaplan-Meier estimator for cumulative conditional risk

Signatures

StatsBase.fit!(m::T; kwargs...) where {T<:AbstractNPSurv}

kaplan_meier(enter::AbstractVector, exit::AbstractVector, y::AbstractVector,
   ; kwargs...)

Keyword arguments

• wts::Vector{<:Real} = similar(enter, 0); vector of case weights (or zero length vector) for each observation
• id::Vector{<:AbstractLSurvivalID} = [ID(i) for i in eachindex(y)]; Vector of AbstractSurvID objects denoting observations that form a single unit (used in bootstrap and jackknife methods)
• atol = 0.00000001; absolute tolerance for defining tied event times
• censval = 0; value of the outcome to be considered a censored event
• keepy = true; keep the outcome vector after fitting (may save memory with large datasets)
• eps = 0.00000001; deprecated (replaced by atol)

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
m = fit(KMSurv, enter, t, d)
mw = fit(KMSurv, enter, t, d, wts=wt)

or, equivalently:

kaplan_meier(enter, t, d, wts=wt)

Aalen-Johansen estimator for cumulative cause-specific risk (in the presence of competing events)

Signatures

 StatsBase.fit!(m::T; kwargs...) where {T<:AbstractNPSurv}

 aalen_johansen(enter::AbstractVector, exit::AbstractVector, y::AbstractVector,
   ; kwargs...)

Keyword arguments

• wts::Vector{<:Real} = similar(enter, 0); vector of case weights (or zero length vector) for each observation
• id::Vector{<:AbstractLSurvivalID} = [ID(i) for i in eachindex(y)]; Vector of AbstractSurvID objects denoting observations that form a single unit (used in bootstrap and jackknife methods)
• atol = 0.00000001; absolute tolerance for defining tied event times
• keepy = true; keep the outcome vector after fitting (may save memory with large datasets)
• eps = 0.00000001; deprecated (replaced by atol)

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
   # event variable is coded 0[referent],1,2
m = fit(AJSurv, enter, t, event)
mw = fit(AJSurv, enter, t, event, wts=wt)

or, equivalently:

aalen_johansen(enter, t, event, wts=wt)

Survival curve estimation using multiple cox models

Signatures

  risk_from_coxphmodels(fitlist::Vector{T}, args...; kwargs...) where {T<:PHModel}

  fit(::Type{M}, fitlist::Vector{T}, ; fitargs...) where {M<:PHSurv,T<:PHModel}

Optional keywords

• coef_vectors = nothing(default) or vector of coefficient vectors from the cox models [will default to the coefficients from fitlist models]
• pred_profile = nothing(default) or vector of specific predictor values of the same length as the coef_vectors[1]

 using LSurvival
 using Random
 # event variable is coded 0[referent],1,2
 z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
 enter = zeros(length(t));

 ft1 = coxph(hcat(x,z), enter, t, (event .== 1))
 nidx = findall(event .!= 1)
 ft2 = coxph(hcat(x,z)[nidx,:], enter[nidx], t[nidx], (event[nidx] .== 2))

 # risk at referent levels of `x` and `z`
 risk_from_coxphmodels([ft1,ft2])

 # risk at average levels of `x` and `z`
 mnx = sum(x)/length(x)
 mnz = sum(z)/length(z)
 # equivalent
 fit(PHSurv, [ft1,ft2], pred_profile=[mnx,mnz])
 risk_from_coxphmodels([ft1,ft2], pred_profile=[mnx,mnz])

Survival curve estimation using multiple cox models

Signatures

  risk_from_coxphmodels(fitlist::Vector{T}, args...; kwargs...) where {T<:PHModel}

  fit(::Type{M}, fitlist::Vector{T}, ; fitargs...) where {M<:PHSurv,T<:PHModel}

Optional keywords

• coef_vectors = nothing(default) or vector of coefficient vectors from the cox models [will default to the coefficients from fitlist models]
• pred_profile = nothing(default) or vector of specific predictor values of the same length as the coef_vectors[1]

 using LSurvival
 using Random
 # event variable is coded 0[referent],1,2
 z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
 enter = zeros(length(t));

 ft1 = coxph(hcat(x,z), enter, t, (event .== 1))
 nidx = findall(event .!= 1)
 ft2 = coxph(hcat(x,z)[nidx,:], enter[nidx], t[nidx], (event[nidx] .== 2))

 # risk at referent levels of `x` and `z`
 risk_from_coxphmodels([ft1,ft2])

 # risk at average levels of `x` and `z`
 mnx = sum(x)/length(x)
 mnz = sum(z)/length(z)
 # equivalent
 fit(PHSurv, [ft1,ft2], pred_profile=[mnx,mnz])
 risk_from_coxphmodels([ft1,ft2], pred_profile=[mnx,mnz])

Fit method for AbstractPH objects (Cox models)

Keyword arguments (used here, and passed on to internal structs)

• ties "breslow" or "efron" (default)

• wts observation weights

• ties "breslow" or "efron" (default)

• offset not currently used at all

• fitargs arguments passed to other structs, which include

  • id cluster or individual level ID (defaults to a unique value for each row of data) see note below on ID
  • contrasts StatsModel style contrasts (dicts) that can be used for variable transformations/indicator variable creation (e.g. https://juliastats.org/StatsModels.jl/stable/contrasts/)

• Arguments passed onto fitting routine:

  • eps (default: Float64 = 1e-9) tolerance for declaring convergence. Model is determined to be converged when relative change in log-partial likelihood is < eps .
  • getbasehaz (default: true): estimate baseline hazard
  • start (default: nothing) nothing, or vector of floats corresponding to initial values for parameters. Note that this defaults to a vector of zeros when set to nothing, and setting to other values invalidates some of the test statistics reported by default with coxph.
  • keepx (default: true) logical. Keep design matrix in AbstractPH object output (set to false for slight computational gain).
  • keepy (default: true)logical. Keep outcome in AbstractPH object output (set to false for slight computational gain).
  • bootstrap_sample (default: false) Fit the model to a bootstrap sample of the data (not generally used by end-users, but provides some convenience toward bootstrap variance estimation).
  • bootstrap_rng (default: Random.MersenneTwister()) Random number seed used when drawing a bootstrap sample of the data (not generally used by end-users, but provides some convenience toward bootstrap variance estimation).

  Signatures

  fit(::Type{M},
  X::AbstractMatrix,#{<:FP},
  enter::AbstractVector{<:Real},
  exit::AbstractVector{<:Real},
  y::Union{AbstractVector{<:Real},BitVector}
  ;
  ties ="breslow",
  wts::AbstractVector{<:Real}      = similar(y, 0),
  offset::AbstractVector{<:Real}   = similar(y, 0),
  fitargs...) where {M<:AbstractPH}

 coxph(f::FormulaTerm, data; kwargs...)

  coxph(X, enter, exit, y, args...; kwargs...)

   using LSurvival, Random
   z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
   enter = zeros(length(t));
   X = hcat(x,rand(length(x)));
    m = fit(PHModel, X, enter, t, d, ties="efron")
   m2 = fit(PHModel, X, enter, t, d, ties="breslow")
   coeftable(m)

Note on use of id keyword

id is not needed in person-period structure data for standard estimates or confidence intervals

  using Random, LSurvival
     id, int, outt, dat =
         LSurvival.dgm(MersenneTwister(123123), 100, 100; afun = LSurvival.int_0)
     data = (
             int = int,
             outt = outt,
             d = dat[:,4] .== 1,
             x = dat[:,1],
             z = dat[:,2]
     )

     f = @formula(Surv(int, outt,d)~x+z)
     coxph(f, data)

BUT, you must specify id to get appropriate robust variance and some other statistics.

Here is an example where the same data are presented in two different ways, which should yield identical statistics when used in Cox model.

 dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )
  ft = coxph(@formula(Surv(time,status)~x),dat1)
  bic(ft)
  nobs(ft)
  dof_residual(ft)
  # lrtest is another one

  stderror(ft)                     # model based
  stderror(ft, type="robust")   # robust standard error, based on dfbeta residuals
  ft

  # now using "clustered" data with multiple observations per individual
 dat1clust= (
     id = [1,2,3,3,4,4,5,5,6,6],
     enter = [0,0,0,1,0,1,0,1,0,1],
     exit = [1,1,1,6,1,6,1,8,1,9],
     status = [1,0,0,1,0,1,0,0,0,1],
     x = [1,1,1,1,0,0,0,0,0,0]
 )
 
 # use the `id` parameter with the ID struct
 ft2 = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust, id=ID.(dat1clust.id))
 bic(ft2)                       # CORRECT        
 nobs(ft2)                      # CORRECT
 dof_residual(ft2)              # CORRECT
  
 stderror(ft2)                  # model based (CORRECT)
 stderror(ft2, type="robust")   # robust standard error, based on `id` level dfbeta residuals (CORRECT)
 # once robust SE is calculated, coefficient table uses the robust SE for confidence intervals and test statistics
 ft2   # CORRECT (compare to `ft` object)

NOTE THE FOLLOWING IS INCORRECT because the id keyword is omitted

 ft2w = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust)
 bic(ft2w)                          # INCORRECT 
 nobs(ft2w)                         # INCORRECT
 dof_residual(ft2w)                 # INCORRECT

 stderror(ft2w)                     # model based (CORRECT)
 stderror(ft2w, type="robust")      # robust variance (INCORRECT)
 
 ft2w # the coefficient table now shows incorrect confidence intervals and test statistics
  

Aalen-Johansen estimator for cumulative cause-specific risk (in the presence of competing events)

Signatures

 StatsBase.fit!(m::T; kwargs...) where {T<:AbstractNPSurv}

 aalen_johansen(enter::AbstractVector, exit::AbstractVector, y::AbstractVector,
   ; kwargs...)

Keyword arguments

• wts::Vector{<:Real} = similar(enter, 0); vector of case weights (or zero length vector) for each observation
• id::Vector{<:AbstractLSurvivalID} = [ID(i) for i in eachindex(y)]; Vector of AbstractSurvID objects denoting observations that form a single unit (used in bootstrap and jackknife methods)
• atol = 0.00000001; absolute tolerance for defining tied event times
• keepy = true; keep the outcome vector after fitting (may save memory with large datasets)
• eps = 0.00000001; deprecated (replaced by atol)

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
   # event variable is coded 0[referent],1,2
m = fit(AJSurv, enter, t, event)
mw = fit(AJSurv, enter, t, event, wts=wt)

or, equivalently:

aalen_johansen(enter, t, event, wts=wt)

Kaplan-Meier estimator for cumulative conditional risk

Signatures

StatsBase.fit!(m::T; kwargs...) where {T<:AbstractNPSurv}

kaplan_meier(enter::AbstractVector, exit::AbstractVector, y::AbstractVector,
   ; kwargs...)

Keyword arguments

• wts::Vector{<:Real} = similar(enter, 0); vector of case weights (or zero length vector) for each observation
• id::Vector{<:AbstractLSurvivalID} = [ID(i) for i in eachindex(y)]; Vector of AbstractSurvID objects denoting observations that form a single unit (used in bootstrap and jackknife methods)
• atol = 0.00000001; absolute tolerance for defining tied event times
• censval = 0; value of the outcome to be considered a censored event
• keepy = true; keep the outcome vector after fitting (may save memory with large datasets)
• eps = 0.00000001; deprecated (replaced by atol)

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
m = fit(KMSurv, enter, t, d)
mw = fit(KMSurv, enter, t, d, wts=wt)

or, equivalently:

kaplan_meier(enter, t, d, wts=wt)

Maximum log partial likelihood for a fitted AbstractPH model Efron or Breslow (depending on the ties` parameter)

Maximum log likelihood for a fitted PSModel model

Null log-partial likelihood for a fitted AbstractPH model Efron or Breslow (depending on the ties` parameter)

Note: this is just the log partial likelihood at the initial values of the model, which default to 0. If initial values are non-null, then this function no longer validly returns the null log-partial likelihood.

Null log-partial likelihood for a fitted PSModel model

Note: this is just the log partial likelihood at the initial values of the model, which default to 0. If initial values are non-null, then this function no longer validly returns the null log-partial likelihood.

Cumulative probability of an outcome by some discrete time t

i.e. for a cox model λ(t|X) = λ0(t)exp(Xβ) estimate of F(t | X=newX) = 1 - exp(-Λ(t | X = newX)) = 1- exp(-∑ λ(t | X = newX)) = 1- exp(-∑ λ0(t)exp(newXβ)) where λ_0(t) is an estimate of the baseline hazard

    using LSurvival
    dat1clust= (
       id = [1,2,3,3,4,4,5,5,6,6],
       enter = [0,0,0,1,0,1,0,1,0,1],
       exit = [1,1,1,6,1,6,1,8,1,9],
       status = [1,0,0,1,0,1,0,0,0,1],
       x = [1,1,1,1,0,0,0,0,0,0]
    )
   
    # use the `id` parameter with the ID struct
    ft2 = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust, id=ID.(dat1clust.id))
    # use the `id` parameter with the ID struct
    newids = ID.([1,2,3,4,5])
    newX = [1,1,1,0,0][:,:]
    entertime = [0,0,0,0,0]
    exittime = [8,8,9,10,9]

    try 
        predict(ft2) # throws an error due to late entry in initial fit
    catch e
        println(e)
    end
    predict(ft2,newX,entertime,exittime,newids)[1] # warns about carrying forward covariate values
    preds, times = predict(ft2,newX) # no warning
    hcat(times, preds)

    # id specific cumulative hazard 

    # contrast with competing-risk methods from risk_from_coxphmodels,
    #  which don't perform as well in small samples (overall survival is identical for cheng method)
    risk_from_coxphmodels([ft2], pred_profile=[1][:,:], method="cheng")
    risk_from_coxphmodels([ft2], pred_profile=[1][:,:], method="aalen")

####################################################################

Cox proportional hazards model residuals:

Signature

  residuals(m::M; type = "martingale") where {M<:PHModel}

where type is one of

• martingale

• schoenfeld

• score

• dfbeta

• jackknife

• dfbetas (scaled dfbeta)

• scaled_schoenfeld or schoenfelds (scaled Schoenfeld)

  Residuals from the residuals function are designed to exactly emulate those from the survival package in R. Currently, they are validated for single observation data (e.g. one data row per individual).

  ####################################################################

  Martingale residuals: Observed versus expected

  # example from https://cran.r-project.org/web/packages/survival/vignettes/validate.pdf
  # by Terry Therneau

  dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )

  # Nelson-Aalen type estimator for Breslow partial likelihood
  ft = coxph(@formula(Surv(time,status)~x),dat1, keepx=true, keepy=true, ties="breslow")
  residuals(ft, type="martingale")

  dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )

  # Fleming-Harrington type estimator for Efron partial likelihood
  ft = coxph(@formula(Surv(time,status)~x),dat1, keepx=true, keepy=true, ties="efron")
  residuals(ft, type="martingale")

####################################################################

Score residuals: Per observation contribution to score function

  using LSurvival
  dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )
  ft = coxph(@formula(Surv(time,status)~x),dat1, keepx=true, keepy=true, ties="breslow")
  S = residuals(ft, type="score")[:]
  ft = coxph(@formula(Surv(time,status)~x),dat1, keepx=true, keepy=true, ties="efron", maxiter=0)
  S = residuals(ft, type="score")[:]

####################################################################

Schoenfeld residuals: Per time contribution to score function

  using LSurvival
  dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )
  ft = coxph(@formula(Surv(time,status)~x),dat1, keepx=true, keepy=true, ties="breslow", maxiter=0)


  X = ft.P.X
  M = residuals(ft, type="martingale")
  S = residuals(ft, type="schoenfeld")[:]
  Ss = residuals(ft, type="scaled_schoenfeld")[:]

####################################################################

dfbeta residuals: influence of individual observations on each parameter

  using LSurvival
  dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )

  ft = coxph(@formula(Surv(time,status)~x),dat1, ties="breslow")
  residuals(ft, type="dfbeta")

  # can also calculate from score residuals and Hessian matrix
  L = residuals(ft, type="score") # n X p
  H = ft.P._hess   # p X p
  dfbeta = L*inv(H)
  robVar = dfbeta'dfbeta
  sqrt(robVar)

using the id keyword argument

see help for LSurvival.vcov for what happens when id keyword is not used

  dat1clust= (
    id = [1,2,3,3,4,4,5,5,6,6],
    enter = [0,0,0,1,0,1,0,1,0,1],
    exit = [1,1,1,6,1,6,1,8,1,9],
    status = [1,0,0,1,0,1,0,0,0,1],
    x = [1,1,1,1,0,0,0,0,0,0]
  )

  ft2 = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust, id=ID.(dat1clust.id), ties="breslow")

  # note these are still on the observation level (not the id level)! 
  residuals(ft2, type="dfbeta")

  # getting id level dfbeta residuals
  dfbeta = residuals(ft2, type="dfbeta")
  id = values(ft2.R.id)
  D = reduce(vcat, [sum(dfbeta[findall(id .== i),:], dims=1) for i in unique(id)])
  D'D
  vcov(ft, type="robust")
  vcov(ft2, type="robust")

####################################################################

jackknife residuals: influence of individual observations on each parameter using leave-one-out estimates

note there are other definitions of jackknife residuals See Chapter 7.1 of "Extending the Cox Model" by Therneau and Grambsch for an example of the type of jackknife residuals used here

Jackknife residuals $r_i$ for $i \in 1:n$ are given as the difference between the maximum partial likelihood estimate and the jackknife estimates for each observation

\[r_i = \hat\beta - \hat\beta_{(-i)}\]

where $\beta_{(-i)}$ is the maximum partial likelihood estimate of the log-hazard ratio vector obtained from a dataset in which observations belonging to individual i are removed

  using LSurvival
  dat1 = (
    time = [1,1,6,6,8,9],
    status = [1,0,1,1,0,1],
    x = [1,1,1,0,0,0]
  )

  ft = coxph(@formula(Surv(time,status)~x),dat1, ties="breslow")
  #jackknife(ft)
  residuals(ft, type="jackknife")

Greenwood's formula for variance and confidence intervals of a Aalen-Johansen risk function

Signatures:

StatsBase.stderror(m::AJSurv)

StatsBase.confint(m:AJSurv; level=0.95, method="normal")

Keyword arguments

• method
  • "normal" normality-based confidence intervals
  • "lognlog" log(-log(S(t))) based confidence intervals

res = z, x, outt, d, event, wts = LSurvival.dgm_comprisk(MersenneTwister(123123), 100)
int = zeros(length(d)) # no late entry
m = fit(AJSurv, int, outt, event)
stderror(m)
confint(m, level=0.95)

Greenwood's formula for variance and confidence intervals of a Kaplan-Meier survival curve

Signatures:

StatsBase.stderror(m::KMSurv)

StatsBase.confint(m:KMSurv; level=0.95, method="normal")

Keyword arguments

method:

• "normal" normality-based confidence intervals
• "lognlog" log(-log(S(t))) based confidence intervals

using LSurvival
using Random
z,x,t,d, event,wt = LSurvival.dgm_comprisk(MersenneTwister(1212), 1000);
enter = zeros(length(t));
m = fit(KMSurv, enter, t, d)
mw = fit(KMSurv, enter, t, d, wts=wt)
stderror(m)
confint(m, method="normal")
confint(m, method="lognlog") # log-log transformation

Covariance matrix for Cox proportional hazards models

Keyword arguments

• type nothing or "robust": determines whether model based or robust (dfbeta based) variance is returned.

  See ?residuals for info on dfbeta residuals

using LSurvival
dat1 = (
  time = [1,1,6,6,8,9],
  status = [1,0,1,1,0,1],
  x = [1,1,1,0,0,0]
)
ft = coxph(@formula(Surv(time,status)~x),dat1, id=ID.(collect(1:6)))

vcov(ft)                   # model based
vcov(ft, type="robust")    # robust variance, based on dfbeta residuals
# once robust SE is calculated, coefficient table uses the robust SE for confidence intervals and test statistics
ft

cluster robust standard errors using the id keyword argument

dat1clust= (
  id = [1,2,3,3,4,4,5,5,6,6],
  enter = [0,0,0,1,0,1,0,1,0,1],
  exit = [1,1,1,6,1,6,1,8,1,9],
  status = [1,0,0,1,0,1,0,0,0,1],
  x = [1,1,1,1,0,0,0,0,0,0]
)

ft2 = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust, id=ID.(dat1clust.id))

vcov(ft2)                     # model based
vcov(ft2, type="robust")       # robust variance, based on dfbeta residuals
stderror(ft2, type="robust")   # robust variance, based on dfbeta residuals
confint(ft2, type="robust")    # robust variance, based on dfbeta residuals
nobs(ft2)                     # id argument yields correct value of number of independent observations
# once robust SE is calculated, coefficient table uses the robust SE for confidence intervals and test statistics
ft2 

NOTE THE FOLLOWING IS INCORRECT because the id keyword is omitted

ft2w = coxph(@formula(Surv(enter, exit, status) ~ x),dat1clust)

vcov(ft2w)                   # model based (CORRECT)
vcov(ft2w, type="robust")    # robust variance (INCORRECT)
nobs(ft2w)

ft2w