[R] time dependent hazard ratios

From: array chip <arrayprofile_at_yahoo.com>
Date: Mon, 18 Apr 2011 13:09:45 -0700 (PDT)

Sorry this is a re-post. I posted it last night, haven't heard from anyone, hope this moves the thread up a little and anyone can comment?



Hi, I am new to time-dependent Cox model to estimate time dependent hazard ratios. Let me use aml dataset from survival package as an example:

> aml3<-survSplit(aml,cut=c(5,10,20),end="time",start="start",


This will generate the new data frame based on the time cut points 5, 10 and 20 and produce a indicator variable "i" that indicates the time interval membership for each observation.

If I want to esimate hazard ratio of variable "x" (Nonmaintained vs Maintained) for each of the time intervals 0-5, 5-10, 10-20 and >=20, would the following calculate such HRs?

> coxph(Surv(start,time,status)~x*as.factor(i),data=aml3)
coxph(formula = Surv(start, time, status) ~ x * as.factor(i),

    data = aml3)

                              coef exp(coef)  se(coef)        z  p
xNonmaintained                19.2  2.10e+08    10461  0.00183  1
as.factor(i)1                   NA        NA        0       NA NA
as.factor(i)2                   NA        NA        0       NA NA
as.factor(i)3                   NA        NA         0       NA NA
xNonmaintained:as.factor(i)1 -18.3  1.17e-08    10461 -0.00175  1
xNonmaintained:as.factor(i)2 -19.6 3.18e-09 10461 -0.00187 1 xNonmaintained:as.factor(i)3 -18.0 1.46e-08 10461 -0.00172 1

So my understanding is that:
for time interval 0-5, HR=exp(19.2)=2.1e+08 for time interval 5-10, HR=exp(19.2-18.3)=2.46 for time interval 10-20, HR=exp(19.2-19.6)=0.67 for time interval >=20, HR=exp(19.2-18.0)=3.32

Am I correct on estimating these time dependent HRs?



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