First attempt at making predictions from a Cox regression model using 1) the Save Option to save the model information
in an xml file; and 2) the Scoring Wizard. The second step fails for some reason. When running through the menus, one of the displays says that my censoring variable is the target variable, and that the outcome variable used is one of the predictors. First
I thought that it might make difference if the role for the variables were defined, setting the outcome to be a target, but it made no difference.
It seems as if the model information becomes misspecified in the regression. This has worked before in OLS regression,
so I expected everything would work here as well. Anyone who has seen this behavior before?
A short version of the syntax:
FILE HANDLE dir /NAME=''.
DATA LIST LIST/t(F2) status(F1) age(F2).
BEGIN DATA
23 1 56
12 1 65
25 0 76
32 0 58
END DATA.
DATASET NAME pred0 WINDOW=FRONT.
COXREG t
/STATUS=status(1)
/METHOD=ENTER age
/OUTFILE=PARAMETER('dir/pred_test.xml')
/CRITERIA=PIN(.05) POUT(.10) ITERATE(20).
DATA LIST LIST/status(F1) age(F3).
BEGIN DATA
1 60
END DATA.
DATASET NAME pred1 WINDOW=FRONT.
COMPUTE t=$SYSMIS.
EXECUTE.
*Here I tried to use the menus, Utilities/Scoring Wizard, where the first display says “Target: status” and “Predictor:
t, age” which is not correct, it should be “Target: t” and “Predictor: age”.
MODEL HANDLE NAME=pred_test FILE='dir/pred_test.xml'
/OPTIONS MISSING=SUBSTITUTE.
COMPUTE PredictedValue=APPLYMODEL(pred_test, 'PREDICT').
COMPUTE CumulativeHazard=APPLYMODEL(pred_test, 'CUMHAZARD').
EXECUTE.
MODEL CLOSE NAME=pred_test.
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Robert Lundqvist
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