Predict in glmnet for cox family

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Predict in glmnet for cox family

jitvis
Dear All,

I am in some difficulty with predicting 'expected time of survival' for each observation for a glmnet cox family with LASSO.

I have two dataset 50000 * 450 (obs * Var) and 8000 * 450 (obs * var), I considered first one as train and second one as test.

I got the predict output and I am bit lost here,  

pre <- predict(fit,type="response", newx =selectedVar[1:20,])

         s0
1  0.9454985
2  0.6684135                  
3  0.5941740
4  0.5241938
5  0.5376783

This is the output I am getting - I understood with type "response" gives the fitted relative-risk for "cox" family.

I would like to know how I can convert it or change the fitted relative-risk to 'expected time of survival' ?

Any help would be great, thanks for all your time and effort.

Sincerely,
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Re: Predict in glmnet for Cox family

Therneau, Terry M., Ph.D.


On 04/21/2015 05:00 AM, [hidden email] wrote:

> Dear All,
>
> I am in some difficulty with predicting 'expected time of survival' for each
> observation for a glmnet cox family with LASSO.
>
> I have two dataset 50000 * 450 (obs * Var) and 8000 * 450 (obs * var), I
> considered first one as train and second one as test.
>
> I got the predict output and I am bit lost here,
>
> pre <- predict(fit,type="response", newx =selectedVar[1:20,])
>
>           s0
> 1  0.9454985
> 2  0.6684135
> 3  0.5941740
> 4  0.5241938
> 5  0.5376783
>
> This is the output I am getting - I understood with type "response" gives
> the fitted relative-risk for "cox" family.
>
> I would like to know how I can convert it or change the fitted relative-risk
> to 'expected time of survival' ?
>
> Any help would be great, thanks for all your time and effort.
>
> Sincerely,

The answer is that you cannot predict survival time, in general.  The reason is that most
studies do not follow the subjects for a sufficiently long time.  For instance, say that
the data set comes from a study that enrolled subjects and then followed them for up to 5
years, at which time 35% had experienced mortality (using the usual Kaplan-Meier).  Fit a
model to the data and ask "what is the predicted survival time for a low risk subject".
The answer will at best be "greater than 5 years".   The program cannot say if it is 6 or
10 or even 1000.  A bigger data set does not help.

Terry Therneau

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Re: Predict in glmnet for Cox family

jitvis
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Re: Predict in glmnet for Cox family

jitvis
Will I be able to do a prediction similar to above with random forest and compare both the predict survival time result from AFT model and the Survival Random forest model ?

Sincerely,