What you are doing is correct. However because it is not informed about
the penalty parameters used in creating the fit, the coxph command is not
able to correctly reconstruct the variance matrix; this is the source of all
of the ³singular² messages. The confidence bands for the survival curves
Dear all,
I am using glmnet (Coxnet) for building a Cox Model and
to make actual prediction, i.e. to estimate the survival function S(t,Xn) for a
new subject Xn. If I am not mistaken, glmnet (coxnet) returns beta, beta*X and
exp(beta*X), which on its own cannot generate S(t,Xn). We miss baseline
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