From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>

Date: Thu 09 Jun 2005 - 20:19:41 EST

Date: Thu 09 Jun 2005 - 20:19:41 EST

On Thu, 9 Jun 2005 Giuseppe.Palermo@bo.infn.it wrote:

> Quoting Prof Brian Ripley <ripley@stats.ox.ac.uk>:

*>
**>> On Thu, 9 Jun 2005 Giuseppe.Palermo@bo.infn.it wrote:
**>>
**>>> He,
**>>> 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 does that work? predict.coxph is not an exported function!
**>>
**>>> 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.
**>>
**>> From the code (getAnywhere("predict.coxph"))
**>>
**>> if (type == "lp" || type == "risk") {
**>> if (missing(newdata)) {
**>> pred <- object$linear.predictors
**>> names(pred) <- names(object$residuals)
**>> }
**>> else pred <- x %*% coef + offset
**>> ...
**>>
**>> so that is the formula it uses. As you did not supply 'newdata', it quotes
**>> the 'linear.predictors' component of the fit: see ?coxph.object.
**>>
**>> Effectively it centred the explanatory variables on their means and then
**>> applied the linear regression formula to give the linear predictor. It is
**>> the centring that may be non-obvious: effectively h_0(t), the baseline
**>> hazard, is taken at the average of the subjects.
**>>
**>
**> Dear Prof. Ripley
**> Thanks for replying to me email.
**> I only have an other question:
**>
**> since h(t) = h0(t) exp(B1*X1+ B2*X2 + B3*X3 + B4*X4)
**> represent the hazard at time t.
**>
**> In a linear prediction,
**> what Value = B1*(X1-mean(X1)) + B2*(X2-mean(X2)) + ....
**> represent?
*

The linear predictor, as you asked for.

-- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ 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.htmlReceived on Thu Jun 09 20:45:23 2005

*
This archive was generated by hypermail 2.1.8
: Fri 03 Mar 2006 - 03:32:27 EST
*