Timeline for Cox baseline hazard
Current License: CC BY-SA 3.0
12 events
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| Mar 21, 2020 at 13:07 | comment | added | mhy | As \@ocram defined the baseline hazard, you can find this formula in the book Applied Survival Analysis Using R-2016 by Dirk F. Moore (page 64), either. I applied the formula for my dataset and it works, in fact, it estimated the baseline hazrad correctly as I checked it couple of times for some different covariates. And also, the slight difference in the results because of method is used. As @mr.bjerre stated, we will get the same results when we choose the method='breslow' in fitting cox proportional hazard. | |
| May 16, 2018 at 7:16 | comment | added | mr.bjerre |
As @tomka mentioned. Replacing the coxph call with fit<-coxph(Surv(time, status)~age, data=kidney, method="breslow") will fix the difference in methods.
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| Mar 22, 2017 at 20:45 | history | edited | gung - Reinstate Monica | CC BY-SA 3.0 |
shortened code
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| Feb 28, 2017 at 18:10 | comment | added | tomka |
I need to note some problems with this implementation. Using kidney$time >= y[l] can run into numerical problems when time is numeric due to the tabulation in creating $y$. Furthermore, the way you define your risk set is inaccurate, because if there is a tie of two observations, one with status=0 and one with status=1, then $d=2$ but your code gives $d=1$ as you exclude all status=0 observations. The latter problem applies higher numbers of ties likewise.
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| Feb 27, 2017 at 17:49 | comment | added | tomka | Method of Breslow (1974) | |
| Dec 26, 2012 at 11:32 | comment | added | ocram | The discretised hazard is zero, except at event times. This indeed gives the largest contribution to the likelihood if a discrete hazard function is supposed. You might want to interpolate between any two estimates assuming, for example, that the hazard stays constant. | |
| Dec 26, 2012 at 11:11 | comment | added | Dihan | Thanks a lot. Yes, there are slight difference for approximation method. But there are 76 time points with ties, if I want to find the baseline hazard for every time point. What can i do? What type of modification in R code is needed? | |
| Dec 26, 2012 at 5:38 | vote | accept | Dihan | ||
| Dec 25, 2012 at 19:31 | history | edited | ocram | CC BY-SA 3.0 |
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| Dec 25, 2012 at 19:25 | history | edited | ocram | CC BY-SA 3.0 |
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| Dec 25, 2012 at 19:13 | history | edited | ocram | CC BY-SA 3.0 |
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| Dec 25, 2012 at 19:07 | history | answered | ocram | CC BY-SA 3.0 |