From: David Winsemius <dwinsemius_at_comcast.net>

Date: Mon, 18 Apr 2011 16:49:14 -0400

Date: Mon, 18 Apr 2011 16:49:14 -0400

On Apr 18, 2011, at 4:09 PM, array chip wrote:

> 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?
*

My observation is that coefficients of 19 in Cox (or other exponential models) models generally indicate numerical difficulties rather than correct estimates.

-- David.Received on Mon 18 Apr 2011 - 20:51:56 GMT

>

> Thanks!

>> John>>>> ----- Forwarded Message ----> From: array chip <arrayprofile_at_yahoo.com>> To: r-help_at_r-project.org> Sent: Sun, April 17, 2011 11:33:32 PM> Subject: time dependent hazard ratios>>> 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",> event="status",episode="i")>> 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)> Call:> 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?>> Thanks>> John>> [[alternative HTML version deleted]]>> ______________________________________________> R-help_at_r-project.org mailing list>https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD West Hartford, CT ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

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