SAS equivalent of R package WCE (Weighted Cumulative Exposure)

[mcarniello]

There's an R package out there called WCE, which does proportional hazards modelling using weighted cumulative exposure.

Does anyone know of how something similar could be done in SAS? Perhaps using IML, or a combination of PROC and DATA steps?

We've tried PHREG, using a spline, and it's getting close-ish, but not exactly what this package does.

Thanks for any comment and notes!

https://cran.r-project.org/web/packages/WCE/index.html

"A flexible method for modeling cumulative effects of time-varying exposures, weighted according to their relative proximity in time, and represented by time-dependent covariates. The current implementation estimates the weight function in the Cox proportional hazards model. The function that assigns weights to doses taken in the past is estimated using cubic regression splines."

[Ksharp]

Maybe @Rick_SAS could give you a hand .

[mcarniello]

Thanks, Ksharp!

[Rick_SAS]

I suspect you'll get more responses if you show your PHREG code, the R code, and provide sample data. Also, let us know what the predictions of the R package are for a few example values. 

Since you claim the result is "close-ish," the issue could be the way you are specifying the knots. Please make sure that you are using B-splines and the same number of knots that the R packages uses. You might need to use the knotsWCE() function in the WCE package to make sure that SAS and R are putting knots at the same locations. Also, B-splines require external knots. The positions of the external knots determine the basis functions, so you need to know where R is placing the external knots. The SAS documentation includes a section that includes graphs that show a B-spline basis for various choices of knot placement: https://go.documentation.sas.com/doc/en/statcdc/14.2/statug/statug_introcom_sect023.htm