# # Test out ridge regression and splines # lfit0 <- survreg(Surv(time, status) ~1, lung) lfit1 <- survreg(Surv(time, status) ~ age + ridge(ph.ecog, theta=5), lung) lfit2 <- survreg(Surv(time, status) ~ sex + ridge(age, ph.ecog, theta=1), lung) lfit3 <- survreg(Surv(time, status) ~ sex + age + ph.ecog, lung) lfit0 lfit1 lfit2 lfit3 xx <- pspline(lung$age, nterm=3, theta=.3) xx <- matrix(unclass(xx), ncol=ncol(xx)) # the raw matrix lfit4 <- survreg(Surv(time, status) ~xx, lung) lfit5 <- survreg(Surv(time, status) ~age, lung) lfit6 <- survreg(Surv(time, status)~pspline(age, df=2), lung) plot(lung$age, predict(lfit6), xlab='Age', ylab="Spline prediction") title("Lung Data") lfit7 <- survreg(Surv(time, status) ~ offset(lfit6$lin), lung) lfit4 lfit5 lfit6 lfit7$coef rm(lfit1, lfit2, lfit3, lfit4, lfit5, lfit6, lfit7) rm(xx, lfit0)