Updated
I have been developing a logistic regression model based on retrospective data from a national trauma database of head injury in the UK. The key outcome is 30 day mortality (denoted as "Survive" measure). Other measures with published evidence of significant effect on outcome in previous studies include:
Yeardecimal - Date of procedure (expressed as decimal of year) = 1994-2013
Age - Age of patient = 16.0-101.5
ISS - Injury Severity Score = 16-75
Sex - Gender of patient = Male or Female
inctoCran - Time from head injury to craniotomy in minutes = 0-2880 (After 2880 minutes is defined as a separate diagnosis)
Mechanism - Mechanism of injury = Fall <2m, Fall >2m, Shooting/stabbing, RTC (Road Traffic Collision), Other
neuroFirst - Location of first admission (Neurosurgical Unit) = NSU vs. Non-NSU
rcteye - Pupil reactivity = NA / Both unreactive = O, 1 reactive = 1, both reactive = 2
rcteyeYN - dummy = 0 or 1 for presence or absence of data
GCS - Glasgow Coma Scale = 3-15
GCSYN - dummy = 0 or 1 for presence or absence of data
Dummy variables were included to enable a larger sample size where the majority of cases were excluding GCS and rcteye variables (missing not at random).
In order to test for interactions, initially I ran the following:
rcs.ASDH<-lrm(formula = Survive ~ (rcs(Age) + rcs(ISS) +
neuroFirst + Mechanism + rcteye + rcteyeYN + GCS + GCSYN + rcs(Yeardecimal))^2, data = ASDH_Paper1.1)
but when I did I got the following error:
singular information matrix in lrm.fit (rank= 151 ). Offending variable(s):
GCSYN * Yeardecimal''' GCSYN * Yeardecimal' GCSYN * Yeardecimal GCS * Yeardecimal''' GCS * Yeardecimal GCS * GCSYN rcteyeYN * Yeardecimal''' rcteyeYN * Yeardecimal'' rcteyeYN * Yeardecimal rcteyeYN * GCSYN rcteye * Yeardecimal''' rcteye * Yeardecimal rcteye * rcteyeYN Mechanism=RTC * Yeardecimal''' Mechanism=Other * Yeardecimal''' Mechanism=Fall > 2m * Yeardecimal''' Mechanism=Shooting / Stabbing * Yeardecimal Mechanism=RTC * Yeardecimal Mechanism=Other * Yeardecimal Mechanism=Fall > 2m * Yeardecimal neuroFirst * Yeardecimal ISS'' * Yeardecimal''' ISS * Yeardecimal''' ISS'' * Yeardecimal'' ISS'' * Yeardecimal ISS' * Yeardecimal ISS * Yeardecimal ISS'' * GCSYN ISS'' * rcteyeYN ISS'' * Mechanism=RTC Age'' * Yeardecimal''' Age'' * Yeardecimal'' Age''' * Yeardecimal' Age''' * Yeardecimal Age'' * Yeardecimal Age' * Yeardecimal Age * Yeardecimal Age'' * GCSYN Age''' * rcteyeYN
Error in lrm(formula = Survive ~ (rcs(Age) + rcs(ISS) + neuroFirst + Mechanism + :
Unable to fit model using “lrm.fit”
The only way I could run the model is with an adjustment. Yeardecimal is excluded from any interaction as is the interaction of GCS:GCSYN and rcteye:rcteyeYN which produced the same error as written above. It made sense to exclude the interactions between a variable and its missing dummy but I am not sure what to do about Yeardecimal:
rcs.ASDH<-lrm(formula = Survive ~ (rcs(Age) + rcs(ISS) +
neuroFirst + Mechanism + rcteye + rcteyeYN) * (rcs(Age) + rcs(ISS) +
neuroFirst + Mechanism + GCS + GCSYN) + rcs(Yeardecimal), data = ASDH_Paper1.1)
From this model the following interactions were identified with an anova output:
> anova(rcs.ASDH)
Wald Statistics Response: Survive
Factor Chi-Square d.f. P
Age (Factor+Higher Order Factors) 130.42 52 <.0001
All Interactions 78.68 48 0.0034
Nonlinear (Factor+Higher Order Factors) 46.53 39 0.1901
ISS (Factor+Higher Order Factors) 181.65 42 <.0001
All Interactions 52.43 39 0.0738
Nonlinear (Factor+Higher Order Factors) 55.01 28 0.0017
neuroFirst (Factor+Higher Order Factors) 37.68 16 0.0017
All Interactions 11.54 15 0.7136
Mechanism (Factor+Higher Order Factors) 63.72 52 0.1277
All Interactions 58.35 48 0.1455
rcteye (Factor+Higher Order Factors) 242.07 15 <.0001
All Interactions 19.39 14 0.1507
rcteyeYN (Factor+Higher Order Factors) 204.58 15 <.0001
All Interactions 29.88 14 0.0079
GCS (Factor+Higher Order Factors) 162.81 15 <.0001
All Interactions 11.62 14 0.6365
GCSYN (Factor+Higher Order Factors) 94.50 15 <.0001
All Interactions 41.74 14 0.0001
Yeardecimal 51.96 4 <.0001
Nonlinear 10.27 3 0.0164
Age * ISS (Factor+Higher Order Factors) 11.90 12 0.4534
Nonlinear 9.40 11 0.5851
Nonlinear Interaction : f(A,B) vs. AB 9.40 11 0.5851
f(A,B) vs. Af(B) + Bg(A) 7.96 6 0.2411
Nonlinear Interaction in Age vs. Af(B) 8.75 9 0.4605
Nonlinear Interaction in ISS vs. Bg(A) 8.58 8 0.3790
Age * neuroFirst (Factor+Higher Order Factors) 2.66 4 0.6166
Nonlinear 2.05 3 0.5624
Nonlinear Interaction : f(A,B) vs. AB 2.05 3 0.5624
Age * Mechanism (Factor+Higher Order Factors) 17.58 16 0.3493
Nonlinear 13.82 12 0.3127
Nonlinear Interaction : f(A,B) vs. AB 13.82 12 0.3127
Age * GCS (Factor+Higher Order Factors) 6.24 4 0.1819
Nonlinear 3.89 3 0.2741
Nonlinear Interaction : f(A,B) vs. AB 3.89 3 0.2741
Age * GCSYN (Factor+Higher Order Factors) 20.11 4 0.0005
Nonlinear 8.86 3 0.0312
Nonlinear Interaction : f(A,B) vs. AB 8.86 3 0.0312
ISS * neuroFirst (Factor+Higher Order Factors) 3.23 3 0.3571
Nonlinear 0.87 2 0.6480
Nonlinear Interaction : f(A,B) vs. AB 0.87 2 0.6480
ISS * Mechanism (Factor+Higher Order Factors) 23.95 12 0.0206
Nonlinear 20.66 8 0.0081
Nonlinear Interaction : f(A,B) vs. AB 20.66 8 0.0081
ISS * GCS (Factor+Higher Order Factors) 0.77 3 0.8570
Nonlinear 0.42 2 0.8102
Nonlinear Interaction : f(A,B) vs. AB 0.42 2 0.8102
ISS * GCSYN (Factor+Higher Order Factors) 6.53 3 0.0886
Nonlinear 2.35 2 0.3085
Nonlinear Interaction : f(A,B) vs. AB 2.35 2 0.3085
neuroFirst * Mechanism (Factor+Higher Order Factors) 2.45 4 0.6533
neuroFirst * GCS (Factor+Higher Order Factors) 0.00 1 0.9726
neuroFirst * GCSYN (Factor+Higher Order Factors) 1.39 1 0.2382
Mechanism * GCS (Factor+Higher Order Factors) 0.10 4 0.9987
Mechanism * GCSYN (Factor+Higher Order Factors) 1.74 4 0.7828
Age * rcteye (Factor+Higher Order Factors) 8.66 4 0.0702
Nonlinear 7.29 3 0.0633
Nonlinear Interaction : f(A,B) vs. AB 7.29 3 0.0633
ISS * rcteye (Factor+Higher Order Factors) 4.18 3 0.2424
Nonlinear 1.49 2 0.4744
Nonlinear Interaction : f(A,B) vs. AB 1.49 2 0.4744
neuroFirst * rcteye (Factor+Higher Order Factors) 0.10 1 0.7460
Mechanism * rcteye (Factor+Higher Order Factors) 3.44 4 0.4867
rcteye * GCS (Factor+Higher Order Factors) 2.30 1 0.1297
rcteye * GCSYN (Factor+Higher Order Factors) 2.57 1 0.1090
Age * rcteyeYN (Factor+Higher Order Factors) 7.23 4 0.1242
Nonlinear 7.23 3 0.0649
Nonlinear Interaction : f(A,B) vs. AB 7.23 3 0.0649
ISS * rcteyeYN (Factor+Higher Order Factors) 2.47 3 0.4814
Nonlinear 0.11 2 0.9462
Nonlinear Interaction : f(A,B) vs. AB 0.11 2 0.9462
neuroFirst * rcteyeYN (Factor+Higher Order Factors) 0.12 1 0.7280
Mechanism * rcteyeYN (Factor+Higher Order Factors) 1.81 4 0.7701
rcteyeYN * GCS (Factor+Higher Order Factors) 3.70 1 0.0543
rcteyeYN * GCSYN (Factor+Higher Order Factors) 8.74 1 0.0031
TOTAL NONLINEAR 102.74 64 0.0015
TOTAL INTERACTION 178.52 103 <.0001
TOTAL NONLINEAR + INTERACTION 241.87 111 <.0001
TOTAL 889.91 123 <.0001
The summary function revealed the following results:
Effects Response : Survive
Factor Low High Diff. Effect S.E. Lower 0.95 Upper 0.95
Age 37.6 72.0 34.40 0.15 0.38 -0.58 8.900000e-01
Odds Ratio 37.6 72.0 34.40 1.16 NA 0.56 2.430000e+00
ISS 20.0 26.0 6.00 -1.34 0.31 -1.95 -7.400000e-01
Odds Ratio 20.0 26.0 6.00 0.26 NA 0.14 4.800000e-01
neuroFirst 0.0 1.0 1.00 -0.23 0.37 -0.95 5.000000e-01
Odds Ratio 0.0 1.0 1.00 0.80 NA 0.39 1.650000e+00
rcteye 0.0 2.0 2.00 3.20 0.50 2.22 4.170000e+00
Odds Ratio 0.0 2.0 2.00 24.41 NA 9.24 6.452000e+01
rcteyeYN 0.0 1.0 1.00 -3.34 0.44 -4.21 -2.480000e+00
Odds Ratio 0.0 1.0 1.00 0.04 NA 0.01 8.000000e-02
GCS 0.0 12.0 12.00 1.94 0.49 0.98 2.890000e+00
Odds Ratio 0.0 12.0 12.00 6.94 NA 2.67 1.799000e+01
GCSYN 0.0 1.0 1.00 -1.32 0.45 -2.20 -4.400000e-01
Odds Ratio 0.0 1.0 1.00 0.27 NA 0.11 6.400000e-01
Yeardecimal 2005.5 2012.4 6.85 0.20 0.12 -0.03 4.400000e-01
Odds Ratio 2005.5 2012.4 6.85 1.22 NA 0.97 1.550000e+00
Mechanism - Fall > 2m:Fall < 2m 1.0 2.0 NA -0.89 0.35 -1.58 -2.000000e-01
Odds Ratio 1.0 2.0 NA 0.41 NA 0.21 8.200000e-01
Mechanism - Other:Fall < 2m 1.0 3.0 NA 0.25 0.42 -0.58 1.080000e+00
Odds Ratio 1.0 3.0 NA 1.28 NA 0.56 2.930000e+00
Mechanism - RTC:Fall < 2m 1.0 4.0 NA -0.68 0.43 -1.52 1.700000e-01
Odds Ratio 1.0 4.0 NA 0.51 NA 0.22 1.190000e+00
Mechanism - Shooting / Stabbing:Fall < 2m 1.0 5.0 NA 18.97 116.63 -209.63 2.475600e+02
Odds Ratio 1.0 5.0 NA 172906690.96 NA 0.00 3.272814e+107
Adjusted to: Age=54.2 ISS=25 neuroFirst=0 Mechanism=Fall < 2m rcteye=1 rcteyeYN=0 GCS=3 GCSYN=0
Remaining questions are:
1 – Is my dummy variable treatment for variables missing not at random appropriate, including the exclusion of interactions with the main term?
2 – Can I resolve the issues with assessing interaction of the Yeardecimal term?
3 – Should I exclude non-significant interaction terms? I read that exclusion only of a "chunk" is advised – Including the interaction but not the main effects in a model
4 – Is the odds ratio for each variable the "Effect" column? If so, is this the OR between the lowest and highest value of each variable?
Best Answer
You are assuming linearity for time and age. This is unlikely to be correct. You have not included a possible nonlinear interaction between age and sex. You don't need
x=TRUE, y=TRUEif you are not bootstrapping or using robust covariance matrix estimation.To answer your questions, a graph is the best summary of a partial effect, and you can include a small graph in an abstract, which also makes the abstract more likely to be read.
The other approach is to estimate odds ratios and their confidence limits. The
summaryfunction (full name:summary.rms) makes this easy. By default it gives you the inter-quartile-range odds ratios. You can easily override the covariate settings to ask for odds ratios for any two levels of the covariate you choose. The help file forsummary.rmshas lots of examples.Your limiting sample size is 629, so you can reliably fit roughly $\frac{629}{15}$ parameters or 42. So you are in pretty good shape in terms of avoiding overfitting, otherwise you might need to greatly emphasize rigorous internal validation using the bootstrap. It is still worth doing this to obtain a smooth overfitting-corrected calibration curve using the
calibratefunction.