Hi Terry, David, and Thomas, Thank you for all your emails and the time you to took to clarify my misunderstanding on survival analysis. I will need a bit of time to digest all this information and to do some more reading. Best regards, Ben
> From: Terry Therneau > > 1. survreg() does NOT fit a proportional hazards model, a mistake > repeated multiple times in your post > > 2. The coxph function operates on the risk scale: large values of Xbeta > = large death rates = bad > The survreg operates on the time scale: large values of xbeta = > longer liftetime = good. > > 3. predict(fit, type='risk') = exp(predict(fit, type='linear')) in a Cox > model returns an estimate of the relative risk for each subject. That > is, his/her predicted death rate as compared to the others in the > sample. It has no units of "years" or "days" or anything else. The > predicted survival TIME for a subject is something else entirely. > > predict(fit, type='response') in a survreg model does give predicted > survvival times. > > If you really want to understand the interrelationships of these > things more deeply I think you need some textbook time. Read the book > by Kalbfleisch and Prentice for accelerated failure time models, or even > better Escobar and Meeker which comes from the industrial reliability > view. For predicted survival from a Cox model see Chapter 10 of > Therneau and Grambsch. The answers to your specific questions would be > a document rather than an email. > > 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.
