The Cox proportional hazards model (sometimes simply called the Cox model) refers to a method of survival analysis. Its great advantage is that it does not require specification of the hazard function on time. Predictors are assumed to have multiplicative effects on the baseline hazard function.

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Statistics of time dependent variable observable only at end-of-life given survival data

I have a variable whose value I can only measure at the end of life of a product (which is not fixed). The variable's value, continuous and between 0 and 100, may be related to its age at that time. ...
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2answers
22 views

Cox PH model selection and validation

I am trying to analyze my data using survival CoX PH in SPSS v.19 and also attempting to make different prediction models (without and with a biomarker of interest). I am a clinician (not a ...
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1answer
30 views

Interaction in Survival analysis

I am a physician and clearly not a statistician (I try to understand why and how to perform the right analysis, but I don't understand the formulas). I am using SPSS v.19 in analyzing my data. I try ...
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50 views

How exactly can the Cox-model ignore exact times?

The Cox model does not depend on the times itself, instead it only needs an ordering of the events. How come it doesn't need the time, as all of the models I've seen so far are dependent on the exact ...
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19 views

Time-scale in cox porportinal hazards model with multiple time-dependent variables

I'm doing survival analysis and I have three time-dependent variables, with different time scales each. I've already done univariate analysis and I want to proceed with multivariate analysis. My ...
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31 views

External validation of a regression in Stata

What I'm essentially trying to do is a temporal external validation of a Cox Proportional Hazards model and also a logistic regression model on the newest year of a dataset that was not included ...
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1answer
32 views

How to analyze healing time when the follow up times are not equal and we are looking at a specific time?

I would really appreciate if you could help me with your expertise: I have a study in which I evaluate patients for healing after discharge. So I have two group, healed and non-healed patients. The ...
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7 views

Specifying variance structure in mixed effects Cox model in R [migrated]

I am fitting a mixed effects Cox model in R using the function coxme() in the coxme package. In my model I have a censored survival time $X$, a single covariate ...
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2answers
34 views

How to interpret standard errors in a Cox model?

I am running a multi-variate Cox regression and Stata provides the standard errors for each hazard ratio. How are theses to be interpreted? I know that I want my coefficients to be large compared to ...
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28 views

Sample size / power calculation for logrank survival test

I have really little idea of survival analysis. I am aware that logrank is a special case of Cox' proportional hazards model, and that tons of R packages and scripts address the problem of power / ...
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2answers
92 views

Is there any functional difference between an odds ratio and hazard ratio?

In logistic regression, an odds ratio of 2 means that the event is 2 time more probable given a one-unit increase in the predictor. In Cox regression, a hazard ratio of 2 means the event will occur ...
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27 views

How to create a covariate × time interaction term in Cox regression?

In Cox regression, it is sometimes inevitable that the strength of a predictor will vary across time (Singer & Willett). This violates the proportionality assumption, but can be incorporated in ...
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59 views

Statistical significance seen with Kaplan-Meier but not with Cox. Need help with interpretation

I'll caveat this by saying that I am a novice in every sense of the word so I apologize if this is basic. I am currently working on a retrospective analysis where I am looking at patients to see if ...
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55 views

how to code and interpret categorical time varying variable in Cox PH model

I'm working on a project looking at the relationship between exposure to several different drugs on the risk of preterm delivery in a cohort of pregnant women with a particular disease. I'm confident ...
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20 views

Cox regression with interaction giving NA values, how to interpret? + Choosing covariates based on p-values

I am working with a dataset with 12 covariates(categorical). The covariates have different Levels, some are from 0-5, and one has as much as 0-11 categories. I started with a univariate analysis to ...
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1answer
75 views

Discrepancy between log likelihood Harrell's C Index and brier score for the evaluation of a Cox regression

I am evaluating a dataset of ~400 subjects and 10 covariates trying to fit a Cox ph model for predicting survival in AML patients. To evaluate the models I am using a bootstrapping procedure of 50 ...
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1answer
58 views

The right way to report random effects in a Cox survival model

I have a data set (patients (15000) nested in hospitals (50)), with a number of covariates. I built a proportional hazards model in Stata, and entered site as a frailty term. I would like to report ...
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2answers
86 views

Interaction terms in Cox PH model

I am wondering if there is a way to interpret an interaction term from the coefficients rather than just looking at the survival curves? The factors involved are A, B, and C, which are all binary ...
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29 views

Variable effect in Weibull and Cox models

Is it possible to compare effect of variable on the survival time in the Cox model and in the Weibull regression model?
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1answer
63 views

How would you visualize the difference between Cox/Weibull regression?

I'm trying to figure a way of properly displaying the difference\resemblance between various regression values on the same data set, using cox ph, weibull regression and log-normal regression. ...
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18 views

Do robust standard errors protect you from proportional odds assumptions?

Cox Proportional Hazards models are traditionally taught alongside proportional hazards assumptions. There is a corresponding test of proportionality. However, if standard errors are calculated from ...
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34 views

Estimating survival function from Cox PH model estimates

From my understanding baseline hazard is never estimated in Cox PH models and hazard ratio is all that we get from them. But sometimes we are more interested in comparing survival functions than just ...
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26 views

Interval Censored Survival Analysis

I am conducting a study on neurological diseased patients. I am looking into possible factors related to time-to-dementia. Costs associated with neurological testing allow us to assess all patients in ...
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33 views

Penalized cross validation in R

I have generated a L1 penalized Cox model using the penalized package in R. I used the optL1() function to generate the Breslow ...
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43 views

Survival Analysis--All variables failed the proportionality test. What next?

I am building a cox survival analysis model with a retailer's transaction data. Almost all the variables have failed the proportionality test. Can I continue with the Cox model? Should I build a ...
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61 views

How to use Cox proportional hazards model in interval-censored data with time-dependent variables?

The question is self-explanatory. I have survival data (n=156) which, in about half of the observations, is right-censored or interval-censored. I'm am using R to do the analysis and I know I can use ...
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1answer
56 views

Survfit function for gbm cox model

I just fitted a boosted regression coxph model: cox=gbm(Surv(periods, event) ~ grade + fico_range_low + revol_util + dti, data=notes) However, I want to obtain ...
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1answer
77 views

Clustering in Cox proportional hazards model MLM vs. sandwich estimator

This question is about a paper I am reviewing, so I cannot give a lot of detail, but I can say it involves patients clustered in hospitals and a Cox proportional hazards model. My instinct for such ...
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1answer
122 views

Why do coxph() and survreg(, dist=“exponential”) NOT return the same coefficient (except for expected opposite sign) in R?

If I understand correctly, the coefficient of a covariate X under a Weibull accelerated failure time (AFT) model is related to the ...
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49 views

Multicollinearity of Socioeconomic index vs. wealth variables separately?

I am running Cox regressions in a large dataset to determine effects of individual and area characteristics on mortality outcomes. (My model is not a multilevel model, as the initial significant ...
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1answer
64 views

Goodness of fit - Testing cox proportional hazard assumption in R

I am performing survival analysis on credit data using coxph. I created a simple model with using interest rate: cox <- coxph(Surv(periods,charged_off) ~ int_rate, data=notes) I assumed that ...
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1answer
62 views

Comparison of CPH, accelerated failure time model or neural networks for survival analysis

I am new to survival analysis and I've recently learned that there are different ways to do it given a certain goal. I am interested in actual implementation and appropriateness of these methods. I ...
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26 views

multiple imputation

I am running multiple imputation for a set of variables including clinical data. I am wondering if I can use (or should use) outcome variable (follow-up is 99%) to predict missing clinical data. There ...
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1answer
86 views

What is the difference between Kaplan-Meier Model and Cox PH model in this case

Say you have a case where you want to perform survival analysis on a set of individuals with a single binary-valued covariate. Assume that the PH assumption is satisfied. Say that the goal is to ...
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1answer
68 views

Interpretation of survival risk predictions generated from R's predictSurvProb

I am starting to learn R and its power for giving survival predictions. Abstract I use the predictSurvProb function from the ...
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80 views

Using the calibrate function in rms package for Cox model: use 'hare' method or 'KM'?

I'm creating a calibration plot for my breast cancer prognostic Cox model, which doesn't include any fancy transformations, using the calibrate() function in the ...
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129 views

How to simplify coxme survival models?

I have some questions about specifying a coxme (mixed-effects Cox proportional hazards) model in R and then simplifying it after reading the ...
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1answer
154 views

Checking cox.zph in R after time transformation of covariates

I have a model created by the coxph function and I checked the proportionality of hazards using cox.zph function. ...
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47 views

High concordance in cox PH model even though PH assumption is violated

I am using Cox proportional hazards models for survival analysis. The specific reason I am interested in them is because they give a nice way to quantify effect size between groups via the hazard ...
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2answers
373 views

Calibration of Cox regression survival analysis

To perform calibration of a Cox regression model (i.e. assessing for the agreement between the predicted and the observed outcome), what is the best method to present the accuracy of the model in ...
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0answers
44 views

Cox Regression Prediction of Event Count For Given Period

I have a standard event history data set, which I used to fit a Cox proportional hazards model in Stata and R. The time variable is measured in days. There are no time-varying covariates on the RHS of ...
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88 views

Structure of data and function call for recurrent event data with time-dependent variables

I'm attempting to estimate the effect of 2 drugs (drug1, drug2) on the likelihood of a patient falling (...
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81 views

Propensity score and Cox regression

I have a retrospective dataset of patients treated with a certain drug (treatment, n=46) or with placebo (control n=96). The stored variables are age, sex, stage of disease. I want to assess the ...
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144 views

Parametric modelling of customer lifetime value using survival (Cox) analysis

I have half a year long data of purchases in e-commerce site (100K purchases by 60K customers). In simplest A/B testing framework random customers got a discount on the next purchase after order ...
2
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0answers
50 views

Limit on number of time varying covariates in extended Cox regression?

I'm working on an extended Cox proportional hazards regression model which is predicting a recurrent event, inpatient hospitalization, during a 2 year period and will include multiple time-varying ...
3
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1answer
441 views

How to interpret and compare models in Cox regression?

I am trying to interpret the results of a Cox regression; I am doing a PhD in medicine. I love statistics but my question is still pretty basic, I think, and I did not find an answer in previous ...
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1answer
157 views

Cox regression with controlled variables

in my retrospective study I have continuous and categorical variables. These latter are divided in two or more sub-groups. I want to analyze their impact on overall survival. In particular, I’m ...
3
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1answer
1k views

How to estimate baseline hazard function in Cox Model with R

I need to estimate baseline hazard function $\lambda_0(t)$ in a time dependent Cox model $\lambda(t) = \lambda_0(t) \exp(Z(t)'\beta)$ While I took Survival course, I remember that the direct ...
3
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1answer
152 views

Handling borderline cases of the proportional hazards assumption

In order to verify the assumption of proportional hazards, I plotted the following: $$\log(-\log(S(t))) = \log(\Lambda(t))$$ If the hazards are indeed proportional for two groups, these curves should ...
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108 views

interpretation of correlation matrix of regression coefficients in Cox regression?

I am using SPSS to perform Cox regression. After finding all the significant covariates, there is a table called correlation matrix of regression coefficients. My question is what kind of information ...