[R] Probabilities from survfit.coxph:

From: Parminder Mankoo <pkmankoo09_at_gmail.com>
Date: Wed, 23 Jun 2010 15:03:37 -0400


Hello:

In the example below (or for a censored data) using survfit.coxph, can anyone point me to a link or a pdf as to how the probabilities appearing in bold under "summary(pred$surv)" are calculated? Do these represent acumulative probability distribution in time (not including censored time)?

Thanks very much,
parmee

*fit <- coxph(Surv(futime, fustat) ~ age, data = ovarian)*
*pred <- survfit(fit, newdata=data.frame(age=60))*
*summary(pred)*

 time n.risk n.event survival std.err lower 95% CI upper 95% CI

   59     26       1    *0.978*  0.0240        0.932        1.000
  115     25       1    *0.952*  0.0390        0.878        1.000
  156     24       1    *0.917*  0.0556        0.814        1.000
  268     23       1    *0.880*  0.0704        0.752        1.000
  329     22       1    *0.818*  0.0884        0.662        1.000
  353     21       1    *0.760*  0.0991        0.588        0.981
  365     20       1    *0.698*  0.1079        0.516        0.945
  431     17       1    *0.623*  0.1187        0.429        0.905
  464     15       1    *0.549*  0.1248        0.352        0.858
  475     14       1    *0.480*  0.1267        0.286        0.805
  563     12       1    *0.382*  0.1332        0.193        0.757
  638     11       1    *0.297*  0.1292        0.127        0.697

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