[R] Estimate of baseline hazard in survival

From: Hanke, Alex <HankeA_at_mar.dfo-mpo.gc.ca>
Date: Sat 11 Jun 2005 - 03:53:05 EST


Dear All,
I'm having just a little terminology problem, relating the language used in the Hosmer and Lemeshow text on Applied Survival Analysis to that of the help that comes with the survival package.

I am trying to back out the values for the baseline hazard, h_o(t_i), for each event time or observation time.
Now survfit(fit)$surv gives me the value of the survival function, S(t_i|X_i,B), using mean values of the covariates and the coxph() object provides me with the estimate of the linear predictors, exp(X'B). If S(t_i|X_i,B)=S_o(t_i)^exp(X_iB) is the expression for the survival function
And
-ln(S_o(t_i) ) is the expression for the cumulative baseline hazard
function, H_o(t_i)

Then by rearranging the expression for the survival function I get the following:
-ln(S_o(t_i) ) = -ln( S(t_i|X_i,B) ) / exp(X_iB)

I am aware of cox.zph() for testing the proportionality of hazards assumption.

Thanks
Alex

Alex Hanke
Department of Fisheries and Oceans
St. Andrews Biological Station
531 Brandy Cove Road
St. Andrews, NB
Canada
E5B 2L9

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