On Thu, 27 Sep 2007, David Koons wrote:
> I have a very general question about what the centering option in basehaz
> does to factors. (basehaz computes the baseline cumulative hazard for a
> coxph object using the Breslow estimator).
>
> Lets say I'm interested in a survival model with two (dichotomous) factors
> and a continuous covariate.
> Variable Possible Values
> Factor1 0 or 1
> Factor2 0 or 1
> Covariate 0 to 100
>
> I fit my model:
> modelname <- coxph(Surv ~ Factor1 + Factor2 + Covariate, data = data)
>
> If I then ask for:
> baselineA <- basehaz(modelname, centered=FALSE)
> I am fairly certain that baselineA will provide me with the cumulative hazard
> evaluated at Factor1 = 0, Factor2 = 0, Covariate = 0.
>
> Yet, if I ask for: baselineB <- basehaz(modelname, centered=TRUE) I know
> that baselineB will evaluate the cumulative hazard at Covariate = 50,
> but am uncertain as to what it does with the factors. I would not think
> that the function would attempt to average a "factor"; however, I cannot
> find any documentation to support my assumption. To make sure, does
It does average factors. From ?coxph.object
means: vector of column means of the X matrix. Subsequent survival
curves are adjusted to this value.
and so the centring is about the means of the design matrix (X) after
expansion of categorical variables.
The code for basehaz is very simple: just list it to see that all it does
is to remove the centring of the columns of the design matrix.
> anyone know how basehaz (centered = TRUE/FALSE) handles models that
> include both categorical factors and continuous covariates?
>
> Thanks in advance,
> Dave Koons
--
Brian D. Ripley, [EMAIL PROTECTED]
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
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