[R] Prediction in Cox Proportional-Hazard Regression

From: <Giuseppe.Palermo_at_bo.infn.it>
Date: Thu 09 Jun 2005 - 18:37:41 EST

I used the "coxph" function, with four covariates.

Let's say something like that

> model.1 <- coxph(Surv(Time,Event)~X1+X2+X3+X4,data=DATA)

So I obtain the 4 coefficients B1,B2,B3,B4 such that

h(t) = h0(t) exp(B1*X1+ B2*X2 + B3*X3 + B4*X4).

When I use the function on the same data

> predict.coxph(model.1,type="lp")

how it works in making the prediction?
I mean which is the formula, given the data-point P1=[X1(1),X2(1),X3(1),X4(1)],
that the function "predict.coxph" use to make the prediction of P1.

I really hope that someone will reply to my question.

Best regards to all

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jun 09 18:43:32 2005

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