From: Thomas Lumley <tlumley_at_u.washington.edu>

Date: Thu 09 Jun 2005 - 23:57:49 EST

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 Fri Jun 10 00:01:08 2005

Date: Thu 09 Jun 2005 - 23:57:49 EST

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

> 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?
**>
*

coxph() parametrizes the model so that

h(t)=h_0(t)exp(B1(X1-mean(X1))+B2(X2-mean(X2))

as Brian pointed out. This doesn't affect the coefficients B1, B2,..., it just redefines h_0 to be the hazard at mean covariates rather than at zero covariates.

The reason is that this makes h_0(t) more likely to be a useful thing to estimate. For example, if one covariate is age then extrapolating the baseline hazard to age zero is numerically unreliable and not very interesting.

-thomas

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 Fri Jun 10 00:01:08 2005

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