# Cox Regression : Spline Coefficient Interpretation?

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## Cox Regression : Spline Coefficient Interpretation?

 Hi, I'm using a Cox-Regression to estimate hazard rates on prepayments. I'm using the "pspline" function to face non-linearity, but I have no clue how to interpret the result. Unfortunately I did not find enough information on the "pspline" function wether in the survival package nor using google.. I got following output: * library(survival)* > > > > > > > > > > > > > > *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION), > data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~ > pspline(OPTION),     data = FNMA)> > Option.test2> Call:> coxph(formula = > Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), >     data = FNMA)> >                          coef  se(coef)       se2     Chisq   DF >         p> pspline(OPTION), linear   -0.1334    0.0131    0.0131  104.4325 > 1.00 <0.0000000000000002> pspline(OPTION), nonlin >     1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 > Newton-Raphson>      Theta= 0.991 > Degrees of freedom for terms= 4 > > Likelihood ratio test=2136  on 4.05 df, p=0  n= 3390429 >  * Thanks, KS         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: Cox Regression : Spline Coefficient Interpretation?

 ?? It is unclear to me what "How to interpret the result" means. Note that the survival package is very well documented and there is a vignette specifically on the topic of the use of "Spline terms in a Cox model." Have you studied it? If you want to discuss the statistical issues, e.g. of survival modeling or the technical details of penalized smoothing splines, that is mostly OT here: stats.stackexchange.com would probably be a better place to post for that. This list is mostly about R programming rather than statistics, although they do sometimes intersect. If I have misunderstood your question, you might wish to clarify exactly what it is that you are seeking in another post. Finally, as you can see from the below, post in PLAIN TEXT ONLY, as html can get mangled by the server on this plain text mailing list. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Nov 1, 2017 at 1:12 PM, Kosta S. <[hidden email]> wrote: > Hi, > > I'm using a Cox-Regression to estimate hazard rates on prepayments. > > I'm using the "pspline" function to face non-linearity, but I have no clue > how to interpret the result. > Unfortunately I did not find enough information on the "pspline" function > wether in the survival package nor using google.. > > I got following output: > > * library(survival)* > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION), > > data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~ > > pspline(OPTION),     data = FNMA)> > Option.test2> Call:> coxph(formula = > > Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), >     data = FNMA)> > >                          coef  se(coef)       se2     Chisq   DF > >         p> pspline(OPTION), linear   -0.1334    0.0131    0.0131 > 104.4325 > > 1.00 <0.0000000000000002> pspline(OPTION), nonlin > >     1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19 > > Newton-Raphson>      Theta= 0.991 > Degrees of freedom for terms= 4 > > > Likelihood ratio test=2136  on 4.05 df, p=0  n= 3390429 >  * > > > Thanks, > > KS > >         [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list -- To UNSUBSCRIBE and more, see > 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. >         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.