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Likelihood ratio tests with the survstan package

In this vignette we demonstrate how likelihood ratio tests (LRT) involving nested models can be performed using the survstan::anova() function.

library(survstan)
library(ggplot2)
library(dplyr)
library(GGally)

Ipass data

The survstan::ipass data illustrates a real situation in which we have the presence of crossing survival curves. In this case, both the PH and PO models are inadequate, and the YP model should be considered for the data analysis.

data(ipass)
glimpse(ipass)
#> Rows: 1,217
#> Columns: 3
#> $ time   <dbl> 0.102703, 0.102703, 0.102703, 0.205483, 0.376758, 0.376758, 0.3…
#> $ status <int> 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, …
#> $ arm    <dbl> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, …

ipass <- ipass %>%
  mutate(
    arm = as.factor(ipass$arm), 
    arm = ifelse(arm == 1, "gefitinib", "carboplatin/paclitaxel")
  )

km <- survfit(Surv(time, status) ~ arm, data = ipass)
ggsurv(km)

Since the YP models includes both the PH and PO models as particular cases, we can perform LRT as follows:

aft <- aftreg(Surv(time, status)~arm, data=ipass, dist = "weibull")
ah <- ahreg(Surv(time, status)~arm, data=ipass, dist = "weibull")
ph <- phreg(Surv(time, status)~arm, data=ipass, dist = "weibull")
po <- poreg(Surv(time, status)~arm, data=ipass, dist = "weibull")
yp <- ypreg(Surv(time, status)~arm, data=ipass, dist = "weibull")
eh <- ehreg(Surv(time, status)~arm, data=ipass, dist = "weibull")

anova(ph, yp)
#> 
#> weibull(ph) 1: Surv(time, status) ~ arm 
#> weibull(yp) 2: Surv(time, status) ~ arm 
#> --- 
#>                  loglik       LR df  Pr(>Chi)    
#> weibull(ph) 1: -2839.24   133.72  1 < 2.2e-16 ***
#> weibull(yp) 2: -2772.38        -  -         -    
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
anova(po, yp)
#> 
#> weibull(po) 1: Surv(time, status) ~ arm 
#> weibull(yp) 2: Surv(time, status) ~ arm 
#> --- 
#>                  loglik       LR df  Pr(>Chi)    
#> weibull(po) 1: -2851.32   157.89  1 < 2.2e-16 ***
#> weibull(yp) 2: -2772.38        -  -         -    
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

anova(aft, eh)
#> 
#> weibull(aft) 1: Surv(time, status) ~ arm 
#> weibull(eh) 2: Surv(time, status) ~ arm 
#> --- 
#>                      loglik          LR df Pr(>Chi)
#> weibull(aft) 1: -2.8392e+03  1.0821e-06  1   0.9992
#> weibull(eh) 2:  -2.8392e+03           -  -        -
anova(ah, eh)
#> 
#> weibull(ah) 1: Surv(time, status) ~ arm 
#> weibull(eh) 2: Surv(time, status) ~ arm 
#> --- 
#>                     loglik          LR df Pr(>Chi)
#> weibull(ah) 1: -2.8392e+03  2.2575e-07  1   0.9996
#> weibull(eh) 2: -2.8392e+03           -  -        -
anova(ph, eh)
#> 
#> weibull(ph) 1: Surv(time, status) ~ arm 
#> weibull(eh) 2: Surv(time, status) ~ arm 
#> --- 
#>                     loglik          LR df Pr(>Chi)
#> weibull(ph) 1: -2.8392e+03  5.0196e-06  1   0.9982
#> weibull(eh) 2: -2.8392e+03           -  -        -

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