On Fri, Oct 7, 2011 at 9:27 AM, David Winsemius <dwinsem...@comcast.net> wrote: > > On Oct 6, 2011, at 7:00 AM, koshihaku wrote: > >> Dear all, >> Is there a way to calculate the non-cumulative hazard (instantaneous >> hazard), which is the product of baseline hazard and exp{beta*covariate} ? >> I knew in survfit, we can get the estimator of cumulative baseline hazard, >> but how can we get the non-cumulative one? >> > > The instantaneous hazard is just (dS/dt)/ S. It should be fairly easy to > calculate that value at each event from the estimated baseline survival, > S_0(t). I don't know if there is an intermediate result in the coxph or > survfit internals that could be exported as the "baseline hazard function". > Most of the presentation of the theory in Therneau and Grambsch uses the > cumulative hazard function. >
It's actually quite tricky to get a good estimate unless the sample size is very large. S_0(t) is a step function, so you need to smooth, and the smoothing bandwidth needs to increase with t, as the sample size at risk decreases. And there's a boundary at the left but not at the right, to add complications for kernel smoothing. -thomas -- Thomas Lumley Professor of Biostatistics University of Auckland ______________________________________________ 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.