Gentlemen, I read R-news in batch mode so I'm often a day behind. Let me try to answer some of the questions.
1. X*beta != linear.predictor. I'm sorry if the documentation isn't all it could be. Between the book, tech report, and help I've written about 400 pages, but this particular topic isn't yet in it. The final snipe about being "opaque like SAS" was really unfair. The Cox model is a relative risk model, if lp is a linear predictor then so is lp +c for any constant; they are equally good and equally valid. The linear.predictor component in a coxph fit is (X-means) * beta. The computation exp(lp) occurs multiple times downstream and this keep the exp function from overflowing when there is something like a Date object as a predictor. Adding this constant changes not a single downstream calcuation. 2. Survfit is too slow. I'd like to hear more about this. My work mostly involves modest data sets so perhaps I haven't seen it. Accuracy and maintainability have been my first worries. 3. Baseline survival. Let xbase be a particular set of values for the x covariates (one for each). The survival curve for a given xbase is obtained from survfit fit <- coxph(.... sfit <- survfit(fit, newdata=xbase) chaz <- -log(sfit$surv) #cumulative hazard (The xbase vector will need to have variable names for the function to know which value goes to which of course). The cumulative hazard for any other subject will be newhaz <- chaz * exp(fit$coef%*% (x-xbase)) There is not a simple transformation of the standard error from one fit to another, however. You will need to call survfit with a data frame for newdata, which will return one curve per row with the proper values. In my view there is no such thing as "A" baseline survival curve. Any xbase you chose is a baseline. However, it is wise to choose something near the center of the data space in order to avoid numeric problems with the exp function above. I would never ever chose a vector of zeros, although some text books do -- it saves them about 8 characters of typing in the newhaz formula above. Terry Therneau ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
