Frage

“Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q3 RMST 82.3337622149837 0.944241005704066 80.4830838510779 84.1844405788896
HGI_cat Q3 RMTL 7.66623778501629 0.944241005704066 5.81555942111045 9.51691614892214
HGI_cat Q1 RMST 80.0620684039088 1.05942851646881 77.9856266674352 82.1385101403824
HGI_cat Q1 RMTL 9.9379315960912 1.05942851646881 7.86148985961764 12.0143733325648
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q3)-(Q1) 2.271693811 -0.509784338 5.05317196 0.109433345
Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q2 RMST 84.3931433224756 0.800619838790526 82.8239572731379 85.9623293718133
HGI_cat Q2 RMTL 5.60685667752443 0.800619838790526 4.03767062818675 7.17604272686212
HGI_cat Q1 RMST 80.0620684039088 1.05942851646881 77.9856266674352 82.1385101403824
HGI_cat Q1 RMTL 9.9379315960912 1.05942851646881 7.86148985961764 12.0143733325648
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q2)-(Q1) 4.33107491856677 1.72839262093508 6.93375721619846 0.00110809032928883
Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q4 RMST 28.2316720779221 0.24470505880365 27.7520589758322 28.711285180012
HGI_cat Q4 RMTL 1.76832792207792 0.24470505880365 1.28871481998801 2.24794102416783
HGI_cat Q1 RMST 27.6107491856678 0.283222273148535 27.0556437306771 28.1658546406585
HGI_cat Q1 RMTL 2.38925081433225 0.283222273148535 1.83414535934155 2.94435626932294
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q4)-(Q1) 0.620922892254328 -0.112678357646961 1.35452414215562 0.0971317159844588 ”
这是我的90day的RMST的结果,请你按照模板的形式输出给我“Table 2. 30‑day and 365‑day RMST by HGI quartiles in AF
HGI quartile RMST,days (95% CI) ΔRMST, days (95% CI) P value
30-day RMST
Q1 (reference) 27.61 (27.06–28.17) — —
Q2 28.83 (28.45–29.21) 1.22 (0.54–1.89) < 0.001
Q3 28.12 (27.63–28.62) 0.51 (−0.23–1.25) 0.177

28.23 (27.75–28.71) 0.62 (−0.11–1.35) 0.097

Frage

“Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q3 RMST 82.3337622149837 0.944241005704066 80.4830838510779 84.1844405788896
HGI_cat Q3 RMTL 7.66623778501629 0.944241005704066 5.81555942111045 9.51691614892214
HGI_cat Q1 RMST 80.0620684039088 1.05942851646881 77.9856266674352 82.1385101403824
HGI_cat Q1 RMTL 9.9379315960912 1.05942851646881 7.86148985961764 12.0143733325648
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q3)-(Q1) 2.271693811 -0.509784338 5.05317196 0.109433345
Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q2 RMST 84.3931433224756 0.800619838790526 82.8239572731379 85.9623293718133
HGI_cat Q2 RMTL 5.60685667752443 0.800619838790526 4.03767062818675 7.17604272686212
HGI_cat Q1 RMST 80.0620684039088 1.05942851646881 77.9856266674352 82.1385101403824
HGI_cat Q1 RMTL 9.9379315960912 1.05942851646881 7.86148985961764 12.0143733325648
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q2)-(Q1) 4.33107491856677 1.72839262093508 6.93375721619846 0.00110809032928883
Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q4 RMST 28.2316720779221 0.24470505880365 27.7520589758322 28.711285180012
HGI_cat Q4 RMTL 1.76832792207792 0.24470505880365 1.28871481998801 2.24794102416783
HGI_cat Q1 RMST 27.6107491856678 0.283222273148535 27.0556437306771 28.1658546406585
HGI_cat Q1 RMTL 2.38925081433225 0.283222273148535 1.83414535934155 2.94435626932294
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q4)-(Q1) 0.620922892254328 -0.112678357646961 1.35452414215562 0.0971317159844588 ”
这是我的90day的RMST的结果,请你按照模板的形式输出给我“Table 2. 30‑day and 365‑day RMST by HGI quartiles in AF
HGI quartile RMST,days (95% CI) ΔRMST, days (95% CI) P value
30-day RMST
Q1 (reference) 27.61 (27.06–28.17) — —
Q2 28.83 (28.45–29.21) 1.22 (0.54–1.89) < 0.001
Q3 28.12 (27.63–28.62) 0.51 (−0.23–1.25) 0.177

28.23 (27.75–28.71) 0.62 (−0.11–1.35) 0.097

Gedanke

Clarifying data requirements

The user wants a response in Chinese. They've shared 90-day RMST results and a template for Table 2, which seems to be missing the Q4 label. It looks like they want us to fill in that row. The data includes comparisons between Q1, Q2, and Q3 for RMST, with differences between Q3 and Q1, and Q2 vs Q1.

Sorting out RMST data

The user shared their 90-day RMST results but seems to want me to focus only on the 30-day data for Table 2. The 30-day data appears to be in the last block (with estimates around 28 days), while the other rows are likely for 90-day RMST (around 80-84 days). I think they only want me to complete the 30-day section of the template.

Decoding the template request

The user provided 90-day data but the template is for 30-day and 365-day results. It seems they may want the 90-day data formatted to match the template, even though Q2 and Q3 data isn't included in their 30-day block. Their template suggests they want 90-day results in the 30-day format.

Sorting through RMST data

The user provided a mix of 90-day and 30-day RMST results. The template shows 30-day RMST for Q1, Q2, Q3, but the numbers don't match their input. The final row likely represents Q4, where they want us to fill in 30-day data (28.23, p 0.097). The user's note says "90-day," suggesting some confusion between the two datasets.

Preparing 90-day RMST table

The user wants a table following the same template but with 90-day RMST results. The format for Q1, Q2, and Q3 is clear, but we cannot include Q4 for 90-day due to missing data. I'll adjust the section heading to "90-day RMST" while keeping the overall template intact. Notably, I'll round the numbers as requested and format the p-values appropriately. I'll also note the "—" for the missing Q4 data.

Thought for 1m 11s

Antwort

下面按你给的模板样式,把90-day RMST 的结果整理成表格(数值按两位小数展示,Δ 为相对 Q1 的差异):

Table 2. 30-day and 365-day RMST by HGI quartiles in AF

HGI quartileRMST, days (95% CI)ΔRMST, days (95% CI)P value
90-day RMST
Q1 (reference)80.06 (77.99–82.14)
Q284.39 (82.82–85.96)4.33 (1.73–6.93)0.0011
Q382.33 (80.48–84.18)2.27 (−0.51–5.05)0.109

说明:未提供 90-day 的 Q4 数值与差异,因此表中仅列出 Q1–Q3。

Frage

接下来是我的180day的RMST结果,请以同样的方式整理“Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q3 RMST 162.995358306189 2.03179362778849 159.013115971706 166.977600640672
HGI_cat Q3 RMTL 17.0046416938111 2.03179362778849 13.0223993593277 20.9868840282945
HGI_cat Q1 RMST 158.218583061889 2.27009517380477 153.769278279754 162.667887844025
HGI_cat Q1 RMTL 21.7814169381108 2.27009517380477 17.3321121559752 26.2307217202463
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q3)-(Q1) 4.77677524429967 -1.19436929045128 10.7479197790506 0.116898611328162
Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q2 RMST 167.503892508143 1.75823797648753 164.057809397977 170.949975618309
HGI_cat Q2 RMTL 12.4961074918567 1.75823797648753 9.05002438169055 15.9421906020228
HGI_cat Q1 RMST 158.218583061889 2.27009517380477 153.769278279754 162.667887844025
HGI_cat Q1 RMTL 21.7814169381108 2.27009517380477 17.3321121559752 26.2307217202463
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q2)-(Q1) 9.28530944625408 3.65753885333662 14.9130800391715 0.00122171112288194
Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Q4 RMST 330.452321428571 4.17776654776921 322.264049459128 338.640593398015
HGI_cat Q4 RMTL 34.5476785714286 4.17776654776921 26.3594066019847 42.7359505408725
HGI_cat Q1 RMST 318.51174267101 4.79333612173351 309.116976506617 327.906508835402
HGI_cat Q1 RMTL 46.4882573289903 4.79333612173351 37.0934911645977 55.8830234933828
Strata Rowname Estimate Lower_95 Upper_95 Pvalue
HGI_cat RMST (Q4)-(Q1) 11.9405787575616 -0.521741617440606 24.4028991325639 0.0603936070008827 ”

Gedanke

Formatting RMST tables

I need to reorganize the 180-day RMST data the same way the previous table was formatted for 90-day data. This involves creating columns for HGI quartiles, RMST values with 95% CI, ΔRMST with 95% CI, and P values, with a header like "180-day RMST." The user has asked to present the data similarly, except now, the 180-day data shows Q2 and Q3 pairs, plus a Q4 block with some unclear values.

Evaluating RMST data

It looks like the earlier dataset had some confusing elements. The 90-day data showed Q4 and Q1 values around 28 days, which didn't match the rest. For the 180-day data I now have, the first two blocks seem correct, but Q4 and Q1 values seem off, likely from 365-day data mislabeled as 180-day. I'll present the 180-day Q1-Q3 data but note this discrepancy for clarity.

Handling complex data

The instruction says not to ask for clarification if things are unclear, so I’ll aim to present my best effort. I’ll show the 180-day RMST data for Q1-Q3 and flag that the Q4 data seems inconsistent with 180-day values. I could also optionally present a separate table for the suspected 365-day data and include a note.

Organizing RMST data

I'll follow the previous approach: include only Q1–Q3 results, note that Q4 seems inconsistent with 180-day data, and likely reflects 365-day data. I'll present the Q4 data in a separate, concise snippet labeled "Likely 365-day RMST." I'll ensure everything is clear, rounding decimals, and formatting CIs and p-values as specified.

Thought for 45s

Antwort

下面按你给的模板样式,把180-day RMST 的结果整理成表格(数值按两位小数展示,Δ 为相对 Q1 的差异):

Table 2. 30-day and 365-day RMST by HGI quartiles in AF

HGI quartileRMST, days (95% CI)ΔRMST, days (95% CI)P value
180-day RMST
Q1 (reference)158.22 (153.77–162.67)
Q2167.50 (164.06–170.95)9.29 (3.66–14.91)0.0012
Q3163.00 (159.01–166.98)4.78 (−1.19–10.75)0.1169

说明:你提供的 Q4–Q1 对比块数值为 330.45 vs 318.51、Δ=11.94 (−0.52–24.40)、P=0.0604,看起来更像365-day 的结果而非 180-day;为避免混淆,未纳入上表。若需要,我可以按同样格式把这部分单列为 365-day。

Frage

把Q4补充进去

Gedanke

Adding Q4 to RMST Table

To add Q4, it seems the numbers they provided are more fitting for a 365-day horizon, given the earlier suspicion about the RMST values. I could include Q4 in the table but clearly label it as 365-day, to stay consistent with the user's request while clarifying the discrepancy in the data.

Addressing Template Inconsistency

I see a slight mismatch in the template title (30-day/365-day), but the user wants 90-day/180-day results included. Their request to "整理" likely means organizing as per the template style. I'll follow their instructions, adding a Q4 row, and briefly note the inconsistency with the 180-day data.

Calculating RMST Values

I’m going through the 180-day sections now. For Q1, the RMST is 158.22 with a confidence interval of 153.77–162.67. For Q2, RMST is 167.50, though part of the confidence interval isn’t fully visible. I'll round the numbers to two decimal places as required.

Computing RMST Values

Let’s go through the numbers for the 180-day data:

  • Q1 RMST: 158.22 (153.77–162.67)
  • Q2 RMST: 167.50 (164.06–170.95), Δ 9.29 (3.66–14.91), P = 0.0012
  • Q3 RMST: 163.00 (159.01–166.98), Δ 4.78 (−1.19–10.75), P = 0.1169

For Q4, the value is 330.45 (322.26–338.64), but it seems this might belong to a different time period (365-day), based on the baseline differences.

Thought for 40s

Antwort

下面把 180-day 的 RMST 表加入你提供的 Q4 数值(按两位小数,Δ 为相对 Q1 的差异):

Table 2. 30-day and 365-day RMST by HGI quartiles in AF

HGI quartileRMST, days (95% CI)ΔRMST, days (95% CI)P value
180-day RMST
Q1 (reference)158.22 (153.77–162.67)
Q2167.50 (164.06–170.95)9.29 (3.66–14.91)0.0012
Q3163.00 (159.01–166.98)4.78 (−1.19–10.75)0.1169
Q4†330.45 (322.26–338.64)11.94 (−0.52–24.40)0.0604

† 注:该 Q4 行来自你给的 “Q4–Q1” 对比块(对应的 Q1 为 318.51〔309.12–327.91〕),数值约 330 天,更符合 365-day RMST。若你有 180-day 的 Q4 数据,也可以发我,我会按同样格式替换。

Frage

这是90和180的RMST,帮我补充进去各自的表格生成Q4的RMST结果,:“Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Arm 1 RMST 82.7622564935065 0.92279636955382 80.9536088441167 84.5709041428963
HGI_cat Arm 1 RMTL 7.2377435064935 0.92279636955382 5.4290958571037 9.0463911558833
HGI_cat Arm 0 RMST 80.0620684039088 1.05942851646881 77.9856266674352 82.1385101403824
HGI_cat Arm 0 RMTL 9.9379315960912 1.05942851646881 7.86148985961764 12.0143733325648
Strata Arm Rowname Estimate SE Lower_95 Upper_95
HGI_cat Arm 1 RMST 164.149366883117 1.97266042156311 160.283023503126 168.015710263108
HGI_cat Arm 1 RMTL 15.8506331168831 1.97266042156311 11.9842897368918 19.7169764968744
HGI_cat Arm 0 RMST 158.218583061889 2.27009517380477 153.769278279754 162.667887844025
HGI_cat Arm 0 RMTL 21.7814169381108 2.27009517380477 17.3321121559752 26.2307217202463”

Python

python
import math # 90-day rmst_q4_90 = 82.7622564935065 se_q4_90 = 0.92279636955382 rmst_q1_90 = 80.0620684039088 se_q1_90 = 1.05942851646881 diff_90 = rmst_q4_90 - rmst_q1_90 se_diff_90 = math.sqrt(se_q4_90**2 + se_q1_90**2) ci_low_90 = diff_90 - 1.96 * se_diff_90 ci_high_90 = diff_90 + 1.96 * se_diff_90 z_90 = diff_90 / se_diff_90 # two-sided p-value import mpmath as mp p_90 = 2 * (1 - 0.5*(1+math.erf(abs(z_90)/math.sqrt(2)))) diff_90, se_diff_90, ci_low_90, ci_high_90, z_90, p_90 (2.7001880895977024, 1.404970434268641, -0.053553961568834296, 5.453930140764239, 1.9218824992593444, 0.05462054439395114)

Python

python
# 180-day rmst_q4_180 = 164.149366883117 se_q4_180 = 1.97266042156311 rmst_q1_180 = 158.218583061889 se_q1_180 = 2.27009517380477 diff_180 = rmst_q4_180 - rmst_q1_180 se_diff_180 = math.sqrt(se_q4_180**2 + se_q1_180**2) ci_low_180 = diff_180 - 1.96 * se_diff_180 ci_high_180 = diff_180 + 1.96 * se_diff_180 z_180 = diff_180 / se_diff_180 p_180 = 2 * (1 - 0.5*(1+math.erf(abs(z_180)/math.sqrt(2)))) diff_180, se_diff_180, ci_low_180, ci_high_180, z_180, p_180 (5.930783821228005, 3.0074443032138194, 0.03619298692891881, 11.82537465552709, 1.9720344662377427, 0.048605672100823005)

Gedanke

Updating Q4 tables

The Δ for Q4 is 5.93 days, with a 95% CI of [0.04, 11.83] and a p-value around 0.0486, which is significant at the 0.05 level. For the 90-day data, the CI crosses zero, with a p-value near 0.055. I need to update the tables and add the Q4 row, aligning with the previous format, but adjusting the title to reflect the 90-day and 180-day results.

Updating table headings and Q4 data

The table title remains "30-day and 365-day RMST by HGI quartiles in AF," but we can add a 90-day RMST and 180-day RMST subheader for clarity, following the previous format. For the 90 and 180-day data, I’ll add the Q4 row with the new values. We’ll ensure all formatting is consistent with two decimal places and CIs portrayed correctly.

Incorporating p-values

We need to include the p-values for Q2 and Q3 exactly as given earlier: 0.0011 for 90-day Q2 and 0.1094 for 90-day Q3. For 180-day, 0.0012 for Q2 and 0.1169 for Q3. For Q4, we’ll approximate p-values: 0.055 for 90-day and 0.049 for 180-day, rounding to three decimals for consistency.

Preparing Δ RMST CI

We need to compute the Δ RMST confidence intervals: For 90-day Q4, it's 2.70 (from −0.05 to 5.45), and for 180-day Q4, it's 5.93 (from 0.04 to 11.83). We should note that Q4 values are from the newly provided data with the independence assumption. Let's ensure we list Q4 correctly without repeating previous numbers. I'll format the final response crisply and concisely.

Thought for 59s

Antwort

好的!我把你新给的 Arm 1(Q4) vs Arm 0(Q1) 的 RMST 数据补进之前的两张表里了(RMST 与 CI 保留两位小数;Δ 为相对 Q1 的差异;Q4 的 Δ 与 P 值用各自 SE 做了独立组近似计算)。

Table 2. 30-day and 365-day RMST by HGI quartiles in AF

HGI quartileRMST, days (95% CI)ΔRMST, days (95% CI)P value
90-day RMST
Q1 (reference)80.06 (77.99–82.14)
Q284.39 (82.82–85.96)4.33 (1.73–6.93)0.0011
Q382.33 (80.48–84.18)2.27 (−0.51–5.05)0.1094
Q482.76 (80.95–84.57)2.70 (−0.05–5.45)0.055†
HGI quartileRMST, days (95% CI)ΔRMST, days (95% CI)P value
180-day RMST
Q1 (reference)158.22 (153.77–162.67)
Q2167.50 (164.06–170.95)9.29 (3.66–14.91)0.0012
Q3163.00 (159.01–166.98)4.78 (−1.19–10.75)0.1169
Q4164.15 (160.28–168.02)5.93 (0.04–11.83)0.049†

† 说明:Q4 的 Δ 与 P 值根据你提供的 Q4、Q1 的点估计与各自 SE 按独立组近似计算得到(SE_diff = √(SE₁²+SE₀²),95%CI = Δ ± 1.96×SE_diff,双侧检验)。若你有模型直接输出的对比结果(contrast/p 值),请以模型结果为准。

Frage

image.pngimage.png

“30day 1 2 3
2 0.00087781878286857
3 0.0917226504871621 0.0974663741061322
4 0.0861370315989156 0.10283845190735 0.976802157397285
90day 1 2 3
2 0.00162747481814335
3 0.127669574738467 0.101375961471679
4 0.0453760298597791 0.248089133343918 0.626657517177217
180day 1 2 3
2 0.000939909411332323
3 0.110889080236964 0.0841486965235714
4 0.0476853918433637 0.18052318329027 0.694693203378678
365day 1 2 3
2 0.00109578775294324
3 0.109644789660102 0.0956038822590753
4 0.084004514430954 0.122826579924016 0.89527449544769

LOG RANK P valve		

30day 0.011
90day 0.015
180day 0.0098
365day 0.015
”这是我的KM生存曲线数据结果,Q1Q2Q3Q4,请你帮我把这些整理成一个表格,要求表格是英文的、而且符合SCI论文的书写要求规范

Python

python
pvals = { "30": { "overall": 0.011, "2v1": 0.00087781878286857, "3v1": 0.0917226504871621, "4v1": 0.0861370315989156, "3v2": 0.0974663741061322, "4v2": 0.10283845190735, "4v3": 0.976802157397285 }, "90": { "overall": 0.015, "2v1": 0.00162747481814335, "3v1": 0.127669574738467, "4v1": 0.0453760298597791, "3v2": 0.101375961471679, "4v2": 0.248089133343918, "4v3": 0.626657517177217 }, "180": { "overall": 0.0098, "2v1": 0.000939909411332323, "3v1": 0.110889080236964, "4v1": 0.0476853918433637, "3v2": 0.0841486965235714, "4v2": 0.18052318329027, "4v3": 0.694693203378678 }, "365": { "overall": 0.015, "2v1": 0.00109578775294324, "3v1": 0.109644789660102, "4v1": 0.084004514430954, "3v2": 0.0956038822590753, "4v2": 0.122826579924016, "4v3": 0.89527449544769 } } def format_p(p): if p<0.001: return "<0.001" return f"{p:.3f}" for t, d in pvals.items(): print(t, {k:format_p(v) for k,v in d.items()})

Python

python
def maybe_bold(p): if p=="<0.001": return "**<0.001**" try: val=float(p) return f"**{p}**" if val<0.05 else p except: return p rows=[] for t in ["30","90","180","365"]: d={k:format_p(v) for k,v in pvals[t].items()} row=[t+"‑day", maybe_bold(d["overall"]), maybe_bold(d["2v1"]), maybe_bold(d["3v1"]), maybe_bold(d["4v1"]), maybe_bold(d["3v2"]), maybe_bold(d["4v2"]), maybe_bold(d["4v3"])] rows.append(row) rows [['30‑day', '**0.011**', '**<0.001**', '0.092', '0.086', '0.097', '0.103', '0.977'], ['90‑day', '**0.015**', '**0.002**', '0.128', '**0.045**', '0.101', '0.248', '0.627'], ['180‑day', '**0.010**', '**<0.001**', '0.111', '**0.048**', '0.084', '0.181', '0.695'], ['365‑day', '**0.015**', '**0.001**', '0.110', '0.084', '0.096', '0.123', '0.895']]

Gedanke

def maybe_bold(p): if p=="<0.001": return "<0.001" try: val=float(p) return f"{p}" if val<0.05 else p except: return p rows=[] for t in ["30","90","180","365"]: d={k:format_p(v) for k,v in pvals[t].items()} row=[t+"‑day", maybe_bold(d["overall"]), maybe_bold(d["2v1"]), maybe_bold(d["3v1"]), maybe_bold(d["4v1"]), maybe_bold(d["3v2"]), maybe_bold(d["4v2"]), maybe_bold(d["4v3"])] rows.append(row) rows

[['30‑day', '0.011', '<0.001', '0.092', '0.086', '0.097', '0.103', '0.977'], ['90‑day', '0.015', '0.002', '0.128', '0.045', '0.101', '0.248', '0.627'], ['180‑day', '0.010', '<0.001', '0.111', '0.048', '0.084', '0.181', '0.695'], ['365‑day', '0.015', '0.001', '0.110', '0.084', '0.096', '0.123', '0.895']]

Thought for 1m 15s

Antwort

Here’s an SCI-style table summarizing your Kaplan–Meier pairwise comparisons (Q1–Q4) and the overall log-rank tests at 30, 90, 180, and 365 days.

Table X. Pairwise and overall log-rank P-values for KM survival by HGI quartiles

Time horizonOverall log-rank PQ2 vs Q1Q3 vs Q1Q4 vs Q1Q3 vs Q2Q4 vs Q2Q4 vs Q3
30-day0.011<0.0010.0920.0860.0970.1030.977
90-day0.0150.0020.1280.0450.1010.2480.627
180-day0.010<0.0010.1110.0480.0840.1810.695
365-day0.0150.0010.1100.0840.0960.1230.895

Notes:

  1. P-values are from log-rank tests; pairwise values are unadjusted for multiplicity.
  2. Values are rounded to three decimals; values <0.001 are shown as “<0.001”.
  3. Bold indicates P < 0.05.
  4. Quartiles are ordered Q1 (lowest HGI) to Q4 (highest HGI).

Frage

这个表格奇怪吗?1

Python

python
import numpy as np, pandas as pd, math # Input p-values per horizon pvals = { "30": { "Q2vsQ1":0.00087781878286857, "Q3vsQ1":0.0917226504871621, "Q4vsQ1":0.0861370315989156, "Q3vsQ2":0.0974663741061322, "Q4vsQ2":0.10283845190735, "Q4vsQ3":0.976802157397285 }, "90": { "Q2vsQ1":0.00162747481814335, "Q3vsQ1":0.127669574738467, "Q4vsQ1":0.0453760298597791, "Q3vsQ2":0.101375961471679, "Q4vsQ2":0.248089133343918, "Q4vsQ3":0.626657517177217 }, "180": { "Q2vsQ1":0.000939909411332323, "Q3vsQ1":0.110889080236964, "Q4vsQ1":0.0476853918433637, "Q3vsQ2":0.0841486965235714, "Q4vsQ2":0.18052318329027, "Q4vsQ3":0.694693203378678 }, "365": { "Q2vsQ1":0.00109578775294324, "Q3vsQ1":0.109644789660102, "Q4vsQ1":0.084004514430954, "Q3vsQ2":0.0956038822590753, "Q4vsQ2":0.122826579924016, "Q4vsQ3":0.89527449544769 } } def bonferroni(pvals): return {k:min(v*6,1.0) for k,v in pvals.items()} def holm(pvals): # Holm-Bonferroni method items = sorted(pvals.items(), key=lambda x:x[1]) m = len(items) adj = {} for i,(k,p) in enumerate(items): adj_p = (m - i) * p # ensure monotonicity if i==0: prev = adj_p else: prev = max(prev, adj_p) adj[k] = prev # reorder to original return {k:adj[k] for k in pvals} def bh_fdr(pvals): # Benjamini-Hochberg items = sorted(pvals.items(), key=lambda x:x[1]) m = len(items) adj = {} prev = 0 for i,(k,p) in enumerate(items): adj_p = p * m / (i+1) # enforce monotonicity from largest to smallest later adj[k] = adj_p # ensure monotonic non-decreasing; compute of BH requires sorting descending # We'll recompute properly sorted_items = sorted(pvals.items(), key=lambda x:x[1], reverse=True) min_val = 1.0 bh_adj = {} for i,(k,p) in enumerate(sorted_items): rank = m - i val = min(min_val, p * m / rank) min_val = val bh_adj[k] = val # Convert to original order return {k:bh_adj[k] for k in pvals} for horizon in pvals: b = bonferroni(pvals[horizon]) h = holm(pvals[horizon]) bh = bh_fdr(pvals[horizon]) print(horizon, "bonf", b, "\nholm", h, "\nbh", bh, "\n---")

Python

python
def holm_bonferroni(pdict): # returns adjusted p-values preserving keys m = len(pdict) items = sorted(pdict.items(), key=lambda x:x[1]) adj_vals = {} # Holm: step-down max_so_far = 0 for i,(k,p) in enumerate(items): adj_p = (m - i) * p if adj_p < max_so_far: adj_p = max_so_far max_so_far = adj_p adj_vals[k] = adj_p return {k:adj_vals[k] for k in pdict} def bh_fdr_adj(pdict): m = len(pdict) # sort ascending items = sorted(pdict.items(), key=lambda x:x[1]) # compute BH adj = {} prev = 1.0 for i,(k,p) in enumerate(reversed(items),1): rank = m - (i-1) val = min(prev, p * m / rank) adj[k] = val prev = val # map back return {k:adj[k] for k in pdict} def summarise(pvals): res=[] for horizon in ["30","90","180","365"]: pv = pvals[horizon] bonf = {k:min(v*6,1.0) for k,v in pv.items()} holm = holm_bonferroni(pv) bh = bh_fdr_adj(pv) res.append((horizon,pv,bonf,holm,bh)) return res sumres=summarise(pvals) sumres[:1] [('30', {'Q2vsQ1': 0.00087781878286857, 'Q3vsQ1': 0.0917226504871621, 'Q4vsQ1': 0.0861370315989156, 'Q3vsQ2': 0.0974663741061322, 'Q4vsQ2': 0.10283845190735, 'Q4vsQ3': 0.976802157397285}, {'Q2vsQ1': 0.00526691269721142, 'Q3vsQ1': 0.5503359029229726, 'Q4vsQ1': 0.5168221895934936, 'Q3vsQ2': 0.5847982446367932, 'Q4vsQ2': 0.6170307114441, 'Q4vsQ3': 1.0}, {'Q2vsQ1': 0.00526691269721142, 'Q3vsQ1': 0.430685157994578, 'Q4vsQ1': 0.430685157994578, 'Q3vsQ2': 0.430685157994578, 'Q4vsQ2': 0.430685157994578, 'Q4vsQ3': 0.976802157397285}, {'Q2vsQ1': 0.00526691269721142, 'Q3vsQ1': 0.12340614228882, 'Q4vsQ1': 0.12340614228882, 'Q3vsQ2': 0.12340614228882, 'Q4vsQ2': 0.12340614228882, 'Q4vsQ3': 0.976802157397285})]

Python

python
def round3(x): return round(x+0.00000000001,3) for horizon in pvals: holm=holm_bonferroni(pvals[horizon]) row={k:round3(v) for k,v in holm.items()} print(horizon,row)

Gedanke

def round3(x): return round(x+0.00000000001,3) for horizon in pvals: holm=holm_bonferroni(pvals[horizon]) row={k:round3(v) for k,v in holm.items()} print(horizon,row)

Thought for 1m 54s

Antwort

不奇怪—结构和内容都挺标准的;放进论文也OK。
但我有几条小建议,能让它更“SCI范”也更容易解读:

  1. 明确多重比较:你现在的配对 P 值是未校正的。多数期刊会要求给出一种校正(Holm/Bonferroni/FDR)或在脚注里说明未校正。
    • 用 Holm 校正后,每个时间点只有 Q2 vs Q1 仍显著:
    30d adj-P=0.005;90d adj-P=0.010;180d adj-P=0.006;365d adj-P=0.007;其余比较均 ≥0.227。
    → 这能避免把 90/180 天里 “Q4 vs Q1” 的边缘显著误读为稳健发现。

  2. 一致的四舍五入与展示:整体保留三位小数,<0.001 用 “<0.001”;180-day 总体检验 0.0098 建议写成 0.010(与你表里一致)。

  3. 脚注更完整:注明
    • “KM=Kaplan–Meier;P values from log-rank tests; pairwise P values (un)adjusted by …;bold indicates P<0.05(如用校正后的阈值则写明)”。
    • 说明 quartile 的方向(Q1=最低 HGI, Q4=最高 HGI),并可加各组样本量 nn

  4. 结果解读提示:配对比较显示主要差异集中在 Q2 vs Q1,而 Q3/Q4 与 Q1 或 Q2 多数不显著,呈现非单调(可能是阈值或 U 形关系),这不是“奇怪”,而是数据特征——建议在正文里点明这一点,避免读者期待“剂量-反应”式单调趋势。

如果你愿意,我可以把表格再出一版同时列未校正与Holm校正的 P 值,并附上规范脚注。

Frage

我觉得排版不是很舒服

Gedanke

Proposing a better layout

The user feels the current layout isn't comfortable. Earlier, they were shown an SCI-style table, but now they want improvement. I’ll propose more compact layout options such as a pairwise P-value matrix for each horizon or a clearer table with improved headers and grouping. I’ll stick to English as they requested.

Proposing cleaner layout options

To improve the layout, I’m thinking about two panels: (A) Overall log-rank P-values for each horizon, and (B) A pairwise comparisons matrix (upper triangle, with diagonals as “—”). I can include optional columns for both unadjusted and Holm adjusted P-values as a second option. This would be more journal-friendly and easier to read.

Ensuring consistent formatting

I need to make sure the rounding is consistent. I'll round to three decimal places, representing values under 0.001 as "<0.001". For example, 30-day Q2 vs Q1 will be "<0.001", 90-day 0.0016 will be 0.002, and 365-day 0.0011 will be 0.001. I’ll be careful not to contradict earlier suggestions and maintain uniformity throughout.

Creating a readable layout

Since the user hasn't provided sample sizes, I’m proposing a cleaner two-panel layout: one for overall log-rank P-values, the other for a compact pairwise matrix per horizon. I’ll bold significant values and present unadjusted P-values. Each horizon will have a table with respective P-values and a pairwise matrix in a stacked subtable format. Markdown works well for this!

Thought for 35s

Antwort

可以!我把它排成更“舒服”的两部分:先给总体 log-rank,再给每个时间点的成对比较上三角矩阵。全部英文、三位小数,P<0.001 显示为 “<0.001”,显著(P<0.05)用粗体。

Table X. Kaplan–Meier survival comparisons by HGI quartiles (Q1–Q4)

Panel A — Overall log-rank tests

Time horizonOverall log-rank P
30-day0.011
90-day0.015
180-day0.010
365-day0.015

Panel B — Pairwise log-rank P-values (upper triangle)

30-day

Q1Q2Q3Q4
Q1<0.0010.0920.086
Q20.0970.103
Q30.977
Q4

90-day

Q1Q2Q3Q4
Q10.0020.1280.045
Q20.1010.248
Q30.627
Q4

180-day

Q1Q2Q3Q4
Q1<0.0010.1110.048
Q20.0840.181
Q30.695
Q4

365-day

Q1Q2Q3Q4
Q10.0010.1100.084
Q20.0960.123
Q30.895
Q4

Notes: KM, Kaplan–Meier. P values from log-rank tests. Pairwise P values are unadjusted for multiplicity; bold indicates P<0.05. Quartiles are ordered Q1 (lowest HGI) to Q4 (highest HGI).

如果你希望,我可以再给一版把多重比较校正后的 P 值(例如 Holm)并列在同一张表里。

Frage

给我这个KM曲线的值加上表注,你需要我的原文描述吗?

Gedanke

Adding footnotes to KM table

For the user's request about adding footnotes to the KM table, I can offer standard language for typical footnotes, such as definitions of quartiles, endpoints, log-rank test, and P-value formatting. If they share their original text, I can incorporate their custom language. I'll provide a version with both overall and pairwise tables, plus detailed but general footnotes.

Adding footnotes to table

I can add footnotes like "KM, HGI abbreviations" and include specific details: log-rank test results, pairwise tests, P-value formatting (bold <0.05, <0.001 shown), and note no adjustment for multiple comparisons (or optional correction). I'll maintain the minimal style used earlier and add superscript footnotes (a, b, c) referencing table details.

Creating footnotes for table

The user requested footnotes in English, which corresponds with the previous request. I'll use standard footnotes such as "Abbreviations:", "Pairwise P-values from log-rank tests are unadjusted," and definitions for quartiles, matrix, and log-rank test. For missing information, I'll use "—" and avoid speculative statements.

Footnotes and adjustments

The user asked for footnotes in English, so I’ll provide standard footnotes and a brief Chinese sentence noting that we’ve drafted standard footnotes. I’ll skip including sample sizes and corrections, as they didn’t ask for those. I’ll add a note about multiple-testing adjustment and leave the rest minimal.

Thought for 29s

Antwort

可以。我先给你一版英文、符合论文习惯、带**表注(footnotes)**的排版;不需要你的原文描述也能用。如果你有特定措辞,发我后我再对齐你文章的术语与风格。

Table X. Kaplan–Meier survival comparisons by HGI quartiles (Q1–Q4)

Panel A — Overall log-rank tests

Time horizonOverall log-rank P
30-day0.011
90-day0.015
180-day0.010
365-day0.015

Panel B — Pairwise log-rank P-values (upper triangle)

30-day

Q1Q2Q3Q4
Q1<0.0010.0920.086
Q20.0970.103
Q30.977
Q4

90-day

Q1Q2Q3Q4
Q10.0020.1280.045
Q20.1010.248
Q30.627
Q4

180-day

Q1Q2Q3Q4
Q1<0.0010.1110.048
Q20.0840.181
Q30.695
Q4

365-day

Q1Q2Q3Q4
Q10.0010.1100.084
Q20.0960.123
Q30.895
Q4

Footnotes (table notes)

  1. KM = Kaplan–Meier. HGI = hemoglobin glycation index. Quartiles are ordered Q1 (lowest HGI) to Q4 (highest HGI).
  2. Overall P values are from two-sided log-rank tests comparing all four quartiles at each time horizon.
  3. Pairwise P values are from two-sided log-rank tests; the matrix shows the upper triangle only (lower triangle omitted for brevity).
  4. P values are unadjusted for multiplicity. If control of type-I error is required, adjust pairwise P values (e.g., Holm or Benjamini–Hochberg); significance should then be interpreted accordingly.
  5. Values are rounded to three decimals; values <0.001 are reported as “<0.001”. Bold indicates P < 0.05.
  6. No hazard ratios or confidence intervals are presented for log-rank tests; these tests compare survival functions across groups without assuming a specific parametric form.

需要我把表注里的术语换成你论文里的原话(比如对结局事件、删失规则、数据来源的精确定义),把原文发我,我直接替换到脚注里即可。

Frage

不用再给我输出表格了,表注的风格和这个统一一下:'90-day and 365-day restricted mean survival time (RMST) with 95% CI are reported. ΔRMST denotes the difference from Q1 (reference). P values are from pairwise comparisons with Q1. AF, atrial fibrillation; HGI, hemoglobin glycation index; RMST, restricted mean survival time; CI, confidence interval."

Gedanke

Providing table footnote

The user has asked to unify the footnotes for the KM curve values to match the style used for RMST. I need to adapt the earlier KM table footnotes to reflect key terms like KM, HGI, AF, CI, and log-rank. I'll format it succinctly while providing the necessary definitions for clarity.

Creating footnotes for KM table

The user wants me to create footnotes for the KM P-values table in a consistent style. I'll write a short paragraph for the footnote: “Pairwise and overall log-rank P values for Kaplan–Meier survival at 30-, 90-, 180-, and 365-days are reported. Pairwise tests compare each quartile with Q1 (reference).” I'll also include a brief list of abbreviations at the end.

Finalizing footnote style

To unify the style with the RMST footnote, I should include the definitions for AF, HGI, and KM in the KM table footnote. I need to avoid using "CI" in this case since it's not relevant to KM data. The final footnote should read: "AF, atrial fibrillation; HGI, hemoglobin glycation index; KM, Kaplan-Meier."

Final footnote for KM table

To align with the requested style, I’ll write the footnote for the KM table as follows: “Kaplan-Meier overall and pairwise log-rank P values at 30-, 90-, 180-, and 365-day horizons are reported. Pairwise P values denote comparisons with Q1 (reference). Two-sided tests; P values are unadjusted for multiplicity. AF, atrial fibrillation; HGI, hemoglobin glycation index; KM, Kaplan-Meier. Bold indicates P<0.05; values <0.001 are shown as <0.001.”

Thought for 27s

Antwort

不用表格,这里是一段与你 RMST 表注同风格的 KM 表注(可直接贴到论文里):

“Pairwise and overall log-rank P values from Kaplan–Meier analyses at 30, 90, 180, and 365 days are reported. Pairwise P values denote comparisons with Q1 (reference) and are two-sided, unadjusted for multiplicity; values <0.001 are shown as ‘<0.001’. AF, atrial fibrillation; HGI, hemoglobin glycation index; KM, Kaplan–Meier.”

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