[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
-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.


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

        [[alternative HTML version deleted]]

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 Sat Jun 11 04:20:31 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:32:30 EST