Cox proportional hazards regression is a semi-parametric method of survival analysis.

learn more… | top users | synonyms

0
votes
0answers
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 ...
0
votes
0answers
6 views

Frailty conundrum: how can area effects be large when shared frailty variance for area is non-sig?

I’m running Cox proportional hazards models (in stata) to predict risk of teenage birth, where individuals (c. 50 000, c. 3000 births) are clustered within wards (>500). In null models with shared ...
1
vote
0answers
19 views

rms validate on models with a predict function such as coxph and glmnet

I would like to use bootstrapping to evaluate models generated by coxph and glmnet. Would that be somehow possible with rms validate ? From the documentation it seems limited to rms functions (cph, ...
2
votes
0answers
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 ...
0
votes
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 ...
2
votes
0answers
16 views

How to construct a design matrix for coxph with pspline term?

I am wondering how to reconstruct the design matrix for a coxph() model with a pspline() term. For example, if I fit the ...
2
votes
1answer
115 views

How to get the p-value for the full model from R's coxph?

In a coxph model with 2 variables (let's say age and sex), how can I get the p-values for LR, Wald and score tests which I see in the summary(coxphobject) as below? ...
1
vote
1answer
80 views

Predicting new data using a Case-cohort Proportional Hazards Model

I am fitting a Case-Cohort Proportional Harzards (CCH) model using the Survival (version 2.37-4) package in R 2.15.3. Normally with a Cox Proportional Harzards (coxPH) model, I can use the survfit ...
2
votes
0answers
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 ...
1
vote
0answers
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 ...
0
votes
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 ...
2
votes
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 ...
2
votes
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 ...
1
vote
0answers
40 views

Decision to add all predictive variables in Kaplan-Meier and Cox PH

In R's survival and rms packages, Kaplan-Meier (Surv and ...
2
votes
0answers
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 ...
2
votes
1answer
181 views

How to get predictions in terms of survival time from a Cox PH model?

I want to develop a prediction model (Cox PH) for all-cause mortality in a dataset of participants of whom (almost) all have died at the end of follow-up (e.g. 1-year). Instead of predicting the ...
2
votes
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. ...
1
vote
1answer
98 views

How to do model selection for Cox Proportional Hazards Model when stratifying?

I am performing backward selection for the Cox Proportional Hazards model with several variables (it is required that I do backward selection). One of these variables (let's call it "A") does not meet ...
2
votes
1answer
176 views

Predicting absolute risk using cox regression

I am trying to use R to predict the absolute risk of developing adverse events in a cohort, and to compare that with the observed outcome. Should I use survreg or ...
2
votes
1answer
61 views

Obtaining and defining a `ratetable` from a Cox P-H model for use in `survexp`

I'm currently trying to make some simple models of client lifetime value. I'm using the following simplified formula for some survival analysis on client values ...
1
vote
2answers
459 views

What is a “good fit” Brier score and Harrell's C Index

This is a question I originally posted on r-help but it is more suited here. I will post the question and the answer I received from Dr. Winsemius and would be most grateful for any additional answers ...
3
votes
2answers
540 views

coxph ran out of iterations and did not converge

Yes, I have checked that previous answers to "Ran out of iterations..." questions do not solve my problem. I have fault data on Firefox, 899 faults and 1395 (estimated) censored faults. The ...
2
votes
1answer
161 views

How do you get p-values for predictors in a Cox regression analysis in R?

I am running a Cox regression analysis in R where both my predictors are binary (Animal_Number: single vs. paired; and ...
0
votes
0answers
58 views

Cox model - model robustness

In COX PH, how can I know the model, I have, is robust? AIC and -2LL will only tell me relatively the goodness of model. Also, is there a way to compute (in R) the relative log hazard scale as ...
1
vote
0answers
81 views

Cross validation and computing c index

I have seen the discussion in the page Computing c-index for an external validation of a Cox PH model with R. I am doing almost the same thing, using 3-fold sampling (with two thirds in the training ...
4
votes
1answer
474 views

Get a desired percentage of censored observations in a simulation of Cox PH Model

This question comes from: How to simulate a Cox proportional hazards model with change point and code it in R (See answer) I want to generate a censoring variable $C=Exponential(\theta)$ that create ...
2
votes
0answers
46 views

In survival analysis, why do we model the hazard function instead of the survival function? [duplicate]

I've been studying the Cox Proportional Hazards model, and this question is glossed over in most texts. Cox proposed fitting the coefficients of the Hazard function using a partial likelihood method, ...
2
votes
0answers
106 views

95% CI or standard error of predicted risk in Cox regression using R

I am doing a multivariate Cox regression. I got the predicted risk for a new scenario based on the existing Cox model in R using function predictSurvProb in the ...
1
vote
1answer
130 views

Problem with BootCV for coxph in pec after feature selection with glmnet (lasso)

I am attempting to evaluate the prediction error of a coxph model that was built after feature selection with glmnet. In the preprocessing stage I used na.omit (dataset) to remove NAs. I ...
2
votes
1answer
216 views

R's coxph won't converge when I include factor (categorical) variables

I have a dataset of 371 observations. When I run coxph with numeric variables it works fine. However, when I try to add factor (categorical) variables it returns ...
2
votes
1answer
183 views

Large scale Cox regression with R (Big Data)

I am trying to run a Cox regression on a sample 2,000,000 row dataset as follows using only R. This is a direct translation of a PHREG in SAS. The sample is representative of the structure of the ...
2
votes
0answers
59 views

Extended Cox-model with ancillary variable

I have survival data (coming from a labor market) looking like this ...
0
votes
1answer
186 views

Survival time estimate from Cox model with time-dependent treatment

I am analyzing data from an randomized controlled trial with a “strange” design where there are two phases (control and intervention) and individuals can enroll in either phases. Those who are ...
3
votes
1answer
593 views

Test Cox proportional hazard assumption (Bad Schoenfeld residuals)

Using R I generated a Cox model looking like this ...
1
vote
0answers
290 views

Extended Cox model with continuous time dependent covariate - how to structure data?

I need to run an extended Cox model with a time-varying covariate in R: let’s call it the "number of doses" (X). I am interested in the hazard ratio associated ...
1
vote
0answers
122 views

How to interpret the frailty terms in a coxph.penal model?

I have the following coxph model: Surv(Y) ~ genotype + treatment + age + frailty(batch) + genotype:frailty(batch) ...
2
votes
0answers
101 views

Median survival time for stratified Cox model

I have a dataset of 30,000 patients who are matched by surgical procedure. My main exposure of interest is if the patient got regional anesthesia during surgery or did not. I have 27 different ...
2
votes
0answers
76 views

Survival analysis - Using parameter estimates of a fully-parameterized PH model into an AFT model

I want to predict an event based on transactional data. I'm only interested in predicting either future hazard or time-to-event. My understanding is that to predict in the future I have to use a ...
4
votes
3answers
539 views

Two significant covariates in coxph analysis: exploring whether the two covariates interact significantly

I am using R 2.15.2 GUI1.53 64-bit on MacOSX 10.5.8 to perform these analyses. I am a molecular biologist by training, not a statistician, so all this analysis represents my own bootstrapped learning ...
2
votes
0answers
267 views

Cox proportional hazards with time-dependent covariates: predict in R

I would like to use the predict function (or something similar) in R to generate expected values from a Cox proportional hazards model with time-dependent covariates. The model takes the form ...
2
votes
1answer
1k views

Cox Baseline Hazard

Let's say I have a "kidney catheter" data set. I'm trying to model a survival curve using a Cox model. If I consider a Cox model: $$h(t,Z) = h_0 exp(b'Z),$$ I need the estimate of the baseline hazard. ...
1
vote
1answer
252 views

Interval censored Cox proportional hazards model in R

Given interval censored survival times, how do I perform an interval censored Cox PH model in R? An rseek search turns up the package ...
3
votes
0answers
244 views

How to generate predicted survivor curves from frailty models (using R coxph)?

I want to compute predicted survivor function for a Cox proportional hazards model with frailty terms [using survival package]. It appears that when frailty terms are in the model, the predicted ...
7
votes
1answer
1k views

How to interpret the output of predict.coxph?

After fitting a coxmodel it is possible to make predictions and retrieve the relative risk of new data. What I don't understand is how the relative risk is computed for an individual and what is it ...
2
votes
1answer
154 views

Creating formula object for coxph()

I am trying to create the formula object for coxph() manually, as I want to reproduce it in RSRuby. Note that the response variable needs to be a ...
0
votes
0answers
63 views

R CCH CI Univariable Analysis

Using the survival package in R I am trying to calculate 95% confidence interval (CI) of the proportional hazards model coefficient. Normally this is pretty simple to do with the survival package. ...
2
votes
1answer
512 views

Schoenfeld residuals

In a Cox proportional hazards model with many variables, if the Schoenfeld residuals are not flat for one of the variables, does this invalidate the entire model or can just the poorly-performing ...
7
votes
0answers
256 views

What are the options in proportional hazard regression model when Schoenfeld residuals are not good?

I am doing a Cox proportional hazards regression in R using coxph, which includes many variables. The Martingale residuals look great, and the Schoenfeld residuals ...
4
votes
1answer
330 views

Proportional hazard ratio formula in R

I'm new proportional hazard ratio models and new-ish to R, so I suspect this is a basic question: The scenario is modeling the speed of an effect through hazard ratios. People are joining an ...
6
votes
1answer
2k views

Which model should I use for Cox proportional hazards with paired data?

I am hoping someone can help me with which model (frailty, strata or cluster) I should use for my data. I have paired data so I need to take that into account when modelling the Cox PH and am unsure ...