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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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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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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45 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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25 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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0answers
19 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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0answers
27 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
146 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
47 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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48 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
21 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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31 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
14 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
58 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
467 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
73 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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0answers
36 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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0answers
64 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
60 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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32 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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28 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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1answer
100 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
56 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
177 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
816 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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127 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
99 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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Schoenfield Residuals test for discrete-time hazard model

I have estimated a discrete-time hazard model. Now I would like to test the data for the proportionality assumption of the model. I have found a test, using the Schoenfield residuals to test this ...
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50 views

Test for unobserved heterogeneity in proportional hazard model in R

I have modeled a discrete-time proportional hazard model in R. Now I would like to test the assumption of no unobserved heterogeneity. Does anyone know a test for unobserved heterogeneity? Does ...
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57 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
177 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
56 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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63 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
619 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
207 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 ...
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385 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 ...
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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, ...
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1answer
259 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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148 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
73 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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839 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 ...
3
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1answer
69 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
130 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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137 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 ...
2
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0answers
84 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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1answer
350 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 ...
2
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1answer
2k 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. ...
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1answer
2k views

What are the differences between survival analysis and Poisson regression?

I'm working on a classical churn prediction problem using the number of visits of a given user to a site and I thought that Poisson Regression was the right tool for modelling the future engagement of ...
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288 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
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1answer
353 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 ...
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2answers
284 views

What is the difference between a hazard ratio and the e^coef of a Cox equation?

As I understand it, the definition of the hazard ratio is the ratio of two hazard rates. Often the exp(coef) from a Cox model is also used as an estimate of the hazard ratio. These methods give two ...