In survival analysis, the hazard rate at time $t$ is the instantaneous probability of death at $t$, conditional on survival until $t$.

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Is it possible to add 2 ore more Hazard factors?

I'm a general practicioner and I'm trying to estabilish a conection between interarm sistolic blood pressure difference with cardiovascular disease but i dont have time to wait 10 years or more to ...
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22 views

Compute the cumulative hazard of a time interval

I'm a little confused in calculating the cumulative hazard within a time interval. We know that $H(t)=\int^{t}_{0}h(u)du$, if I have $\Delta t=t_1-t_0$ (1) $H(\Delta t)=\int^{\Delta t}_{0}h(u)du$ ...
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78 views

Is it possible to construct a discrete-time multilevel hazard model in R?

I'm trying to run a discrete-time multilevel hazard analysis comparable to the model proposed by Barber et al. I am attempting to model the hazard of migrating internationally using predictors at the ...
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1answer
65 views

It it possible in R to specify a regression formula for the hazard rate for a survival analysis model?

I am currently trying to fit a survival analysis model which has the following survival function: $S(t) = \lambda_i e^{-\lambda_i t}$ but with $\lambda_i = e^{\beta_0 +\beta_1 log(1+X_i)}$ where ...
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1answer
12 views

Calculate Hazard Ratio Manually for Continous Covariate

I found an example for manually calculating the hazard ratio when there are two groups. ...
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Outliers in proportional hazards model

How can one easily found an outlier in PH model and why are they so important? Can anybody give me some advice or suggest which R function may I use? Thanks for comments and help.
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7 views

Using two hazard ratios to make third comparison

I have two sets of hazard ratios (with confidence intervals), one comparing risk of developing a cancer between current smokers and never smokers, and another comparing former smokers to never ...
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13 views

estimate conditional time-to-event for recurring event history model

I have a sample of individuals for whom I have measured the time at which they display a particular behavior. This behavior is recurrent (it is not fatal). I have modeled these events with ...
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17 views

Negative Regression Coefficent (Cox Regression)

I'm doing a Cox regression analysis in order to verify the role of two variables on the prediction of disease conversion. Previously, I did a ROC analysis and a logistic regression. All these methods ...
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1answer
46 views

Showing $ λ_V(x) \leq min\{λ_1(x),\cdots,λ_n(x)\}$ Hazard function

Suppose $X_1, \cdots, X_n$ are independent, nonnegative continuous functions, each $X_i$ has hazard function $\lambda_i(x)$. If $V=\max\{X_1, \cdots, X_n\}$, I need to show that ...
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35 views

Evaluating Proportional Hazards with time-dependent variables

I'm doing survival analysis and using the survival package from R to do it. I have 7 variables, 5 of which are time-dependent (all except sexo and peso). Here is my model: ...
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24 views

predicting manufacturing survival time

My task is to improve widget quality from a high volume manufacturing process. The survival data is 99% right censored, since most products do not fail, and rapid analysis long before failure is ...
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35 views

How to reconcile SAS hazard ratio standard error with actual value

I am trying to replicate the "C3 Contrast" (Output 66.3.7) at the bottom of: http://support.sas.com/documentation/cdl/en/statug/63962/HTML/default/viewer.htm#statug_phreg_sect048.htm I am able to ...
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1answer
164 views

Violation Proportionality Cox model - Repeat analysis?

I'm new to survival analysis, but I've been reading some papers and books and I got a nice model. However, one of the variables (Sit) does not met the proportionality assumption for the Cox model. ...
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1answer
90 views

Hazard and density function in survival analysis with discrete time

I am running a survival analysis with descrete time. For that purpose I use the R package survival with this function ...
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0answers
68 views

Selection correction variable (non-randomly selected sample / bias) and Cox regression

I found an approach to calculate a selection correction variable for a Cox regression (Lee 1983. Generalized econometric models with selectivity. Econometrica 51: 507–512.): $$ λ = \phi \frac{ ...
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1answer
34 views

Difference between hazard function and intensity function?

I'm reviewing a paper whereby the nonhomogeneous poisson process is explored. I'm familiar with the intensity function, but the idea of the hazard function is throwing me off. Especially, I cannot ...
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0answers
33 views

Difference in Effect for Time-Varying Covariate in Survival Analysis

I am analyzing offender recidivism data using survival analysis. In particular, I am looking at the risk of getting arrested as a function of employment. When I treat employment as a time-varying ...
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0answers
16 views

Converting a parametric survival model to a cash flow model. How do I account for aging in the population?

I'm building a survival model for time to failure of widgets. Other members of the team want to convert the model to a cost flow model. The basic idea is that we can use the functional form of the ...
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2answers
72 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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2answers
1k 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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1answer
93 views

Meta-analysis Hazard Ratio

I need to explain the calculations involved in a meta-analysis with Hazard ratios (random effects) for programming in a tool. It is not possible to use statistical softtware neither webpages where ...
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49 views

Generating cumulative incidence curve for competing risk model - assuming changing covariates

I am implementing a Fine & Gray competing risk model. The model includes covariates that are static for each person (e.g. location) as well as covariates that change over time (such as local ...
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78 views

Kernel estimation of hazard or density function

I am working with R package "muhaz" to get the kernel estimate of the hazard function. If we have the following example which is the sample of uncensored data: ...
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1answer
84 views

Calculating discrete hazard rates problem

I am working on an assignment for a Stochastic Modeling class and am stuck on the following question: Let $X$ have probability mass function $p_j = P \lbrace X = j \rbrace $ for $j \geq 1$. Let ...
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33 views

How to combine complete regression coefficients?

How I can combine hazards regression coefficient in meta analysis? I want to have a complete regression from combing hazard regression with different covariates. I mean some of them have additional ...
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29 views

Discrete unemployment duration with additional retrospective information

I am trying to run a discrete duration (logistic) regression on unemployment. However, I face the following challenge: The survey collects information on whether the person is employed or not for ten ...
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3answers
172 views

Hazard Function - Survival Analysis

I just started taking survival analysis class and I'm stumped on this question. Let $T_1,...,T_n$ random independent continuous variables, with hazard function of $h_1(t),...,h_n(t)$. ...
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1answer
60 views

Survival regression and prediction using median

I'm using artificially generated hazard curves (that is, I know the true hazard curve) and Aalen's additive model to fit the covariates. For example, below is an individual's hazard curve and my ...
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1answer
221 views

Can I perform Cox regression on left truncated records?

Is a Cox proportional hazards regression model appropriate for records which are left truncated? I'm developing a model that predicts risk of hospitalization during a two year time period. Some ...
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3answers
1k views

How to interpret a hazard ratio from a continuous variable — unit of difference?

I am reading an article which shows Hazard Ratios for continuous variables, but I'm not sure how to interpret the given values. My current understanding of hazard ratios is that the number ...
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141 views

Calculate variance of survival estimate generated from 'baseline' of coxph

Short version: calculate variance of estimator of survival for a new subject (new covariates) where the coefficients for the covariates have been calculated from existing data. Sorry this is so long, ...
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1answer
108 views

Hazard rate discrete hazard model

Once I have the estimates Beta (Coef) from a discrete hazard model (losgitic regression). How do I compute the hazard rate? Example from http://www.ats.ucla.edu/stat/r/examples/alda/ch12.htm: ...
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63 views

Assumption tests in discrete-time hazard model

I am currently working with a random coefficient discrete time hazard model. The following assumptions are subject to this sort of model: linear additivity assumption proportionality assumption no ...
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1answer
205 views

In which situation does the log-rank test have low power?

This question is complementary to question 1 asked by @Jesse here. It is about the case when we don't find a significant result when performing the log-rank test and when the proportional hazard ...
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1answer
58 views

Deploying survival model for production

I've recently built a survival model with time-varying covariates (assuming equal time periods) using R and I am now in the process of putting this into Oracle for production using just the ...
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67 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 ...
3
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1answer
713 views

How to simulate a Cox proportional hazards model with change point and code it in R

I have a model that has the following characteristics: The covariate $X$ follows a $Be(1/3)$. If $X=0$, survival time $Y$ follows an $E=Exponential (1)$. If $X=1$, survival time $Y$ is generated as ...
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1answer
239 views

Is it possible to specify baseline hazard in coxph?

I am running simulations and I need to run a Cox model with a certain baseline hazard. The data are generated with a constant baseline hazard $A$ and I need to run coxph using this data but instead of ...
2
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0answers
447 views

Interpretation AFT, Cox PH and discrete-time hazard model

I am struggling with the interpretation of the AFT model, Cox proportional hazard model and discrete-time hazard model. My question is: Can the coefficients in discrete-time hazard model also be ...
5
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2answers
2k views

Intuition for cumulative hazard function (survival analysis)

I'm trying to get intuition for each of the main functions in actuarial science (specifically for the Cox Proportional Hazards Model). Here's what I have so far: $f(x)$: starting at the start time, ...
3
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1answer
292 views

Discrete Time Survival Analysis - Correct Way to Write Survival Function

I have seen several ways to write (and calculate and interpret) a survivor function in discrete time survival analysis and I wonder which is correct or if they both are, but the interpretation and/or ...
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182 views

hazard rate and cumulative incidence function

Assume an event of interest $E$ and the competing risk of death $D$. Let $h(t)$ the hazard rate $h(t)=\frac{Pr\left\{(t < T \leq t + \Delta t)| (T > t)\right\}}{dt}\\$ and $S(t)$ the survival ...
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2answers
77 views

Transform hazard rates to other time intervals

If a population has a hazard rate of $X$ per year, what would be its hazard rate per month or per day?
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1answer
946 views

Can Hazard Ratio be translated into ratio of medians of survival time?

In one paper describing results of survival analysis I have read a statement that implies that one can translate Hazard ratio (HR) into ratio of median survival times ($M_1$ and $M_2$) using the ...
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1answer
74 views

Distance metric for survival functions?

Similar to this question, I would like a good metric for the distance between multiple ecdfs. However, in this case I have survival functions that are right-censored. Question Is there a metric ...
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2answers
133 views

Constant hazard in survival analysis and random event occurence

I read that in survival analysis, when the hazard function $$\lambda(t)=\underset { dt\rightarrow 0 }{ lim } \frac { Pr(t\le T<t+dt|T\ge t) }{ dt } =c$$ then the event occurrence is random and ...
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147 views

KM curve: log rank test significant but HR crosses 1

Hello and thanks for this source about statistics. My Problem is about a situation where Kaplan Meier curves differ in meaning of a significant log rank test, but the hazard ratio crosses 1 when ...
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87 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 ...
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374 views

Basic questions about discrete time survival analysis

I am attempting to carry out a discrete time survival analysis using a logistic regression model, and I'm not sure I completely understand the process. I would greatly appreciate assistance with a ...