Dear R help list,
I am modeling some survival data with coxph and survreg (dist='weibull') using
package survival. I have 2 problems:
1) I do not understand how to interpret the regression coefficients in the
survreg output and it is not clear, for me, from ?survreg.objects how to.
Here is an example of the codes that points out my problem:
- data is stc1
- the factor is dichotomous with 'low' and 'high' categories
slr <- Surv(stc1$ti_lr, stc1$ev_lr==1)
mca <- coxph(slr~as.factor(grade2=='high'), data=stc1)
mcb <- coxph(slr~as.factor(grade2), data=stc1)
mwa <- survreg(slr~as.factor(grade2=='high'), data=stc1, dist='weibull',
scale=0)
mwb <- survreg(slr~as.factor(grade2), data=stc1, dist='weibull', scale=0)
> summary(mca)$coef
coef
exp(coef) se(coef) z Pr(>|z|)
as.factor(grade2 == "high")TRUE 0.2416562 1.273356 0.2456232
0.9838494 0.3251896
> summary(mcb)$coef
coef exp(coef)
se(coef) z Pr(>|z|)
as.factor(grade2)low -0.2416562 0.7853261 0.2456232 -0.9838494
0.3251896
> summary(mwa)$coef
(Intercept) as.factor(grade2 == "high")TRUE
7.9068380 -0.4035245
> summary(mwb)$coef
(Intercept) as.factor(grade2)low
7.5033135 0.4035245
No problem with the interpretation of the coefs in the cox model. However, i do
not understand why
a) the coefficients in the survreg model are the opposite (negative when the
other is positive) of what I have in the cox model? are these not the log(HR)
given the categories of these variable?
b) how come the intercept coefficient changes (the scale parameter does not
change)?
2) My second question relates to the first.
a) given a model from survreg, say mwa above, how should i do to extract the
base hazard and the hazard of each patient given a set of predictors? With the
hazard function for the ith individual in the study given by h_i(t) =
exp(\beta'x_i)*\lambda*\gamma*t^{\gamma-1}, it doesn't look like to me that
predict(mwa, type='linear') is \beta'x_i.
b) since I need the coefficient intercept from the model to obtain the scale
parameter to obtain the base hazard function as defined in Collett
(h_0(t)=\lambda*\gamma*t^{\gamma-1}), I am concerned that this coefficient
intercept changes depending on the reference level of the factor entered in the
model. The change is very important when I have more than one predictor in the
model.
Any help would be greatly appreciated,
David Biau.
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