Baseline survival estimate

classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

Baseline survival estimate

Laura Bonnett-2
Dear R-help,

I am trying to obtain the baseline survival estimate of a fitted Cox model
(S_0 (t)).  I know that previous posts have said use 'basehaz' but this
gives the baseline hazard function and not the baseline survival estimate.
Is there a way to obtain the baseline survival estimate or do I have to use
the formula which does something like S(t) = exp[- the integral from 0 to t
of h(u) du]?

Thank you for your assistance,

Laura

fit1 <-
coxph(Surv(tsecond/365,seccens)~stroke(smess1)+othnd(smess1)+relat(smess1)+asleep(smess1)+abeeg1(smess1)+treat(smess1),data=smess1)
basehaz(fit1)

where stroke is a function which creates a binary variable from the dataset
smess1 etc.

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] 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.
Reply | Threaded
Open this post in threaded view
|

Re: Baseline survival estimate

Thomas Lumley


survival = exp(-hazard)

      -thomas

On Wed, 16 Dec 2009, Laura Bonnett wrote:

> Dear R-help,
>
> I am trying to obtain the baseline survival estimate of a fitted Cox model
> (S_0 (t)).  I know that previous posts have said use 'basehaz' but this
> gives the baseline hazard function and not the baseline survival estimate.
> Is there a way to obtain the baseline survival estimate or do I have to use
> the formula which does something like S(t) = exp[- the integral from 0 to t
> of h(u) du]?
>
> Thank you for your assistance,
>
> Laura
>
> fit1 <-
> coxph(Surv(tsecond/365,seccens)~stroke(smess1)+othnd(smess1)+relat(smess1)+asleep(smess1)+abeeg1(smess1)+treat(smess1),data=smess1)
> basehaz(fit1)
>
> where stroke is a function which creates a binary variable from the dataset
> smess1 etc.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] 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.
>

Thomas Lumley Assoc. Professor, Biostatistics
[hidden email] University of Washington, Seattle

______________________________________________
[hidden email] 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.
Reply | Threaded
Open this post in threaded view
|

Re: Baseline survival estimate

Marc Schwartz-3
I might just extend Thomas' succinct reply with a pointer to ?
survfit.coxph in the 'survival' package, which will provide the  
baseline survival estimates at the mean values of the covariates from  
the Cox model. It also has nice summary and plot methods and allows  
for estimating predicted survival for given covariate values.

Using the 'ovarian' dataset:

fit <- coxph(Surv(futime, fustat) ~ age, data = ovarian)

# Note the default 'centered = TRUE' for basehaz()
 > exp(-basehaz(fit)$hazard)
  [1] 0.9880206 0.9738738 0.9545899 0.9334790 0.8973620 0.8624781
  [7] 0.8243117 0.7750981 0.7244924 0.6734146 0.5962187 0.5204807

 > summary(survfit(fit))$surv
  [1] 0.9880206 0.9738738 0.9545899 0.9334790 0.8973620 0.8624781
  [7] 0.8243117 0.7750981 0.7244924 0.6734146 0.5962187 0.5204807


You can also use:

summary(survfit(fit))
plot(survfit(fit))
...


You might also be interested in John Fox' web appendix on Cox models:

http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-cox-regression.pdf


HTH,

Marc Schwartz


On Dec 16, 2009, at 11:34 AM, [hidden email] wrote:

>
>
> survival = exp(-hazard)
>
>     -thomas
>
> On Wed, 16 Dec 2009, Laura Bonnett wrote:
>
>> Dear R-help,
>>
>> I am trying to obtain the baseline survival estimate of a fitted  
>> Cox model
>> (S_0 (t)).  I know that previous posts have said use 'basehaz' but  
>> this
>> gives the baseline hazard function and not the baseline survival  
>> estimate.
>> Is there a way to obtain the baseline survival estimate or do I  
>> have to use
>> the formula which does something like S(t) = exp[- the integral  
>> from 0 to t
>> of h(u) du]?
>>
>> Thank you for your assistance,
>>
>> Laura
>>
>> fit1 <-
>> coxph(Surv(tsecond/
>> 365
>> ,seccens
>> )~
>> stroke
>> (smess1
>> )
>> +
>> othnd
>> (smess1
>> )
>> +
>> relat
>> (smess1)+asleep(smess1)+abeeg1(smess1)+treat(smess1),data=smess1)
>> basehaz(fit1)
>>
>> where stroke is a function which creates a binary variable from the  
>> dataset
>> smess1 etc.

______________________________________________
[hidden email] 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.