I have already done a survival analysis using cox regression on the churn dataset to find out the optimal parameters for getting the maximal survival time in my dataset. I have got a decent curve which represents the Mean Time of Survival for my dataset.But I am told to come up with a plan or code in R such that I can predict the estimated survival time on a test dataset that would predict my survival time. Is it possible to use the Cox regression model to do this?

  • $\begingroup$ Is this a self-study question? Look at R's predict() family of functions. $\endgroup$
    – Todd D
    Sep 25 '18 at 15:04
  • $\begingroup$ A useful answer here. Basically: the Cox model doesn't directly estimate a survival curve. You have to do some advanced statistical procedures. The Breslow estimator obtains a stepwise approximation to the baseline cumulative hazard function which can be exponentiated using the Cox coefficients to obtain the predicted survival. $\endgroup$
    – AdamO
    Sep 25 '18 at 15:06

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