Augment data with information from a(n) coxph object

Augment accepts a model object and a dataset and adds information about each observation in the dataset. Most commonly, this includes predicted values in the .fitted column, residuals in the .resid column, and standard errors for the fitted values in a .se.fit column. New columns always begin with a . prefix to avoid overwriting columns in the original dataset.

Users may pass data to augment via either the data argument or the newdata argument. If the user passes data to the data argument, it must be exactly the data that was used to fit the model object. Pass datasets to newdata to augment data that was not used during model fitting. This still requires that all columns used to fit the model are present.

Augment will often behavior different depending on whether data or newdata is specified. This is because there is often information associated with training observations (such as influences or related) measures that is not meaningfully defined for new observations.

For convenience, many augment methods provide default data arguments, so that augment(fit) will return the augmented training data. In these cases augment tries to reconstruct the original data based on the model object, with some varying degrees of success.

The augmented dataset is always returned as a tibble::tibble with the same number of rows as the passed dataset. This means that the passed data must be coercible to a tibble. At this time, tibbles do not support matrix-columns. This means you should not specify a matrix of covariates in a model formula during the original model fitting process, and that splines::ns(), stats::poly() and survival::Surv() objects are not supported in input data. If you encounter errors, try explicitly passing a tibble, or fitting the original model on data in a tibble.

We are in the process of defining behaviors for models fit with various na.action arguments, but make no guarantees about behavior when data is missing at this time.

# S3 method for coxph
augment(x, data = NULL, newdata = NULL,
  type.predict = "lp", type.residuals = "martingale", ...)

Arguments

x	A `coxph` object returned from `survival::coxph()`.
data	A `data.frame()` or `tibble::tibble()` containing the original data that was used to produce the object `x`. Defaults to `stats::model.frame(x)` so that `augment(my_fit)` returns the augmented original data. Do not pass new data to the `data` argument. Augment will report information such as influence and cooks distance for data passed to the `data` argument. These measures are only defined for the original training data.
newdata	A `data.frame()` or `tibble::tibble()` containing all the original predictors used to create `x`. Defaults to `NULL`, indicating that nothing has been passed to `newdata`. If `newdata` is specified, the `data` argument will be ignored.
type.predict	Character indicating type of prediction to use. Passed to the `type` argument of the `stats::predict()` generic. Allowed arguments vary with model class, so be sure to read the `predict.my_class` documentation.
type.residuals	Character indicating type of residuals to use. Passed to the `type` argument of `stats::residuals()` generic. Allowed arguments vary with model class, so be sure to read the `residuals.my_class` documentation.
...	Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in `...`, where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass `conf.lvel = 0.9`, all computation will proceed using `conf.level = 0.95`. Additionally, if you pass `newdata = my_tibble` to an `augment()` method that does not accept a `newdata` argument, it will use the default value for the `data` argument.

Value

A tibble::tibble with the passed data and additional columns:

.fitted

Fitted values of model

.se.fit

Standard errors of fitted values

.resid

Residuals (not present if newdata specified.)

Details

When the modeling was performed with na.action = "na.omit" (as is the typical default), rows with NA in the initial data are omitted entirely from the augmented data frame. When the modeling was performed with na.action = "na.exclude", one should provide the original data as a second argument, at which point the augmented data will contain those rows (typically with NAs in place of the new columns). If the original data is not provided to augment() and na.action = "na.exclude", a warning is raised and the incomplete rows are dropped.

Augment data with information from a(n) coxph object

Arguments

Value

Details

See also

Contents