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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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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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
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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2answers
91 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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26 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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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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43 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
37 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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28 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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25 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
76 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
48 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
116 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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462 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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97 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
82 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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24 views

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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44 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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51 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
131 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
55 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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57 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 ...
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1answer
402 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
158 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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277 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
1k 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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224 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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112 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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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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665 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
54 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
117 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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130 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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75 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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296 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 ...
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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. ...
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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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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 ...
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1answer
329 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
262 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 ...
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2answers
2k views

How to calculate predicted hazard rates from a Cox PH model?

I have the following Cox PH model (Time, Event) ~ X + Y + Z I would like to get the predicted hazard rates (i am talking about hazard rates NOT hazard ratios) ...
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1answer
164 views

Are survivor functions meaningful with proportional hazards models?

Does the survivor function estimated after running a Proportional Hazards model give valid predicted probabilities of an event happening after a number of time periods? The only source I've found on ...
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1answer
2k views

How should I deal with the consequences of proportional hazards violations in log-rank (and related) tests?

I have (censored) time-to event data for subjects in four groups. I would like to do something like a logrank test, but the survival curves do not satisfy the proportional hazards assumption. I ...
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1answer
2k views

How to combine two hazard ratios from the study for a meta-analysis?

I've been searching for a way to combine two hazard ratios from the same study for a meta-analysis, but found nothing. Does anyone know how to do this? Any thoughts would be great. Good Day, Simon
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Generalization of a hazard model

I am looking for a statistical technique similar to a estimating a hazard model. Suppose a person chooses between two actions, buy or sell. Given data on trading decisions, once a person has bought, ...
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1answer
1k views

What is the difference between hazard and crude ratio?

I've recently calculated a hazard ratio doing a multi variable Cox regression analysis (Kaplan Meier) for an assignment. Part of my feedback was to adjust the hazard ratio to a 'crude ratio'. How do ...
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1answer
1k views

The estimated logarithm of the hazard ratio is approximately normally distributed

According to this document: The estimated logarithm of the hazard ratio is approximately normally distributed with variance (1/d1) + (1/d2), where d1 and d2 are the numbers of events in the two ...
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1answer
165 views

Generating survival times in days or in years

When generating survival times to simulate Cox proportional hazards models, does it matter to generate them in days or in years? In theory, I guess it does not matter. But in practice? Is there a ...
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2answers
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How do I interpret Exp(B) in Cox regression?

I'm a medical student trying to understand statistics(!) - so please be gentle! ;) I'm writing an essay containing a fair amount of statistical analysis including survival analysis (Kaplan-Meier, ...
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1answer
208 views

Can covariates in a Cox Proportional Hazard model be combined in any meaningful way?

I have a study which gives the hazard ratios for certain interventions like: Intervention 1, HR: .9 Intervention 2, HR: .8 ... Is there any way in which I could predict the relative risk for e.g. ...