All Questions
493 questions
21
votes
1
answer
26k
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....
- 337
20
votes
2
answers
10k
views
What is the "$R^2$" value given in the summary of a coxph model in R
What is the $R^2$ value given in the summary of a coxph model in R?
For example,
Rsquare= 0.186 (max possible= 0.991 )
I foolishly included it a manuscript as ...
- 2,505
20
votes
3
answers
19k
views
Time dependent coefficients in R - how to do it?
Update: Sorry for another update but I've found some possible solutions with fractional polynomials and the competing risk-package that I need some help with.
The problem
I can't find an easy way to ...
- 5,996
19
votes
1
answer
3k
views
Why are p-values often higher in a Cox proportional hazard model than in logistic regression?
I've been learning about the Cox proportional hazard model. I have a lot of experience fitting logistic regression models, and so to build intuition I've been comparing models fit using ...
- 333
18
votes
2
answers
42k
views
How to estimate baseline hazard function in Cox Model with R
I need to estimate baseline hazard function $\lambda_0(t)$ in a time dependent Cox model
$\lambda(t) = \lambda_0(t) \exp(Z(t)'\beta)$
While I took Survival course, I remember that the direct ...
- 351
16
votes
2
answers
22k
views
Interpretation and validation of a Cox proportional hazards regression model using R in plain English
Can someone explain my Cox model to me in plain English?
I fitted the following Cox regression model to all of my data using the cph function. My data are saved ...
- 2,140
16
votes
1
answer
4k
views
How to generate predicted survivor curves from frailty models (using R coxph)?
I want to compute predicted survivor function for a Cox proportional hazards
model with frailty terms [using survival package]. It appears that when
frailty terms are in the model, the predicted ...
- 339
15
votes
2
answers
8k
views
Kaplan-Meier curves seem to say otherwise than the Cox regression
In R, I am doing survival data analysis of cancer patients.
I have been reading very helpful stuff about survival analysis in CrossValidated and other places and think I understood how to interpret ...
- 559
15
votes
3
answers
2k
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 ...
- 459
13
votes
1
answer
27k
views
Understanding coxph output in R
I am attempting to fit a Cox proportional hazard model to my data. I think I have the formula correct but am having trouble understanding the output. I have tried looked through the documentation ...
Christi French
12
votes
2
answers
20k
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) given specific values of ...
- 1,517
12
votes
2
answers
7k
views
Interval censored Cox proportional hazards model in R
Given interval censored survival times, how do I perform an interval censored Cox PH model in R? An rseek search turns up the package ...
- 2,217
11
votes
1
answer
768
views
SAS and R produced different results for the same cox ph model on the same data
I have fitted a Cox ph model using both R 4.3.1 and SAS 9.4 with the same data. In SAS, I used Proc phreg, while coxph function ...
- 123
11
votes
2
answers
14k
views
Precisely how does R's coxph() handle repeated measures?
Context
I'm attempting to understand how R's coxph() accepts and handles repeated entries for subjects (or patient/customer if you prefer). Some call this Long format, others call it 'repeated ...
user76943
11
votes
2
answers
4k
views
Propensity score weighting in Cox PH analysis and covariate selection
Regarding propensity score weighting (IPTW) when doing Cox proportional hazard modeling of time-to-event survival data:
I have prospective registry data where we're interested in looking at treatment ...
- 143
11
votes
1
answer
15k
views
Different prediction plot from survival coxph and rms cph
I've created my own slightly enhanced version of the termplot that I use in this example, you can find it here. I've previously posted on SO but the more I think about it I believe that this probably ...
- 5,996
10
votes
2
answers
25k
views
coxph ran out of iterations and did not converge
Yes, I have checked that previous answers to "Ran out of iterations..." questions do not solve my problem.
I have fault data on Firefox, 899 faults and 1395 (estimated) censored faults. The ...
- 119
10
votes
2
answers
7k
views
Using multiple imputation for Cox proportional hazards, then validating with rms package?
I've been researching the mice package, and I haven't yet discovered a way to use the multiple imputations to make a Cox model, then validate that model with the rms package's ...
- 927
10
votes
1
answer
9k
views
Calculate incidence rates using poisson model: relation to hazard ratio from Cox PH model
I want to calculate incidence rates to present along hazard ratio's in order to present both relative and absolute measures of risk. I saw in other studies that such incidence rates can be calculated ...
- 623
10
votes
1
answer
5k
views
How to generate survival data with time dependent covariates using R
I want to generate survival time from a Cox proportional hazards model that contains time dependent covariate. The model is
$h(t|X_i) =h_0(t) \exp(\gamma X_i + \alpha m_{i}(t))$
where $X_i$ is ...
- 398
10
votes
1
answer
3k
views
Comparison of CPH, accelerated failure time model or neural networks for survival analysis
I am new to survival analysis and I've recently learned that there are different ways to do it given a certain goal. I am interested in actual implementation and appropriateness of these methods.
I ...
- 147
10
votes
1
answer
3k
views
Error “system is computationally singular” when running cox.zph for a Cox Model
I have built an extended Cox Model in R, with time-dependent covariates, as described in this R vignette.
I have built the model by running the following:
...
- 101
9
votes
2
answers
31k
views
stratification in cox model
I am trying to understand difference in output between the following lines of code:
...
- 697
9
votes
3
answers
17k
views
Computing c-index for an external validation of a Cox PH model with R
First off, I'll state that I'm aware many questions get asked about the c-index. I've searched this site and others, and I haven't found an answer for my situation. I can successfully use ...
- 927
9
votes
4
answers
4k
views
How do I interpret a Cox hazard model survival curve?
How do you interpret a survival curve from cox proportional hazard model?
In this toy example, suppose we have a cox proportional hazard model on age variable in <...
- 37.3k
9
votes
2
answers
11k
views
Survival analysis in R with left-truncated data
I am doing a survival analysis in R with the survival package.
I think I am working with left-truncated data, but I'm not entirely sure how to handle it.
I have a ...
- 131
9
votes
1
answer
11k
views
Cox proportional hazard model and interpretation of coefficients when higher case interaction is involved
Here is the summary-output of the Coxph-model I used (I used R and the output is based on the best final model i.e. all significant explanatory variables and their interactions are included):
...
- 91
9
votes
1
answer
16k
views
How to get the p-value for the full model from R's coxph?
In a coxph model with 2 variables (let's say age and sex), how can I get the p-values for LR, Wald and score tests which I see in the summary(coxphobject) as below?
...
- 1,579
9
votes
2
answers
2k
views
Which model to use for survival analysis when there are different times of entry into the sample?
I have a data set containing the trades executed by many traders as follows:
...
- 293
9
votes
2
answers
2k
views
Large scale Cox regression with R (Big Data)
I am trying to run a Cox regression on a sample 2,000,000 row dataset as follows using only R. This is a direct translation of a PHREG in SAS. The sample is representative of the structure of the ...
- 805
9
votes
1
answer
2k
views
Structure of data and function call for recurrent event data with time-dependent variables
I'm attempting to estimate the effect of 2 drugs (drug1, drug2) on the likelihood of a patient falling (...
user31656
8
votes
1
answer
18k
views
Test Cox proportional hazard assumption (Bad Schoenfeld residuals)
Using R I generated a Cox model looking like this
...
- 349
8
votes
2
answers
7k
views
Cox model with LASSO
Rob Tibshirani propose to use lasso with Cox
regression for variable selection in his 1997 paper
"The lasso method for variable selection in the Cox
model" published in Statistics In Medicine 16:385.
...
user4254
8
votes
3
answers
6k
views
Weibull Survival Model with Time Varying Covariates in R
I am trying to run a survival model using the Weibull approach, but the wrinkle is that I have time-varying covariates. I am using the survival package in R. My call is:
...
- 81
8
votes
4
answers
3k
views
coxme proportional hazard assumption
I am running mixed effect Cox models (I have 1 random effect factor) using the coxme function {coxme} in R, and I would like to ...
- 91
8
votes
2
answers
2k
views
Cumulative Hazard Function where "status" is dependent on "time"
This question is in relation to a dataset I've previously discussed here.
I'm trying to determine whether a treatment affects not only the number of visits a patient has to the doctor, but also how ...
- 458
8
votes
1
answer
15k
views
Difference between survdiff log-rank and coxph log-rank
I'm using the survival package in R to analyze clinical data. I am analyzing two different groups of patients, when I calculate survdiff in order to compare the curves, I got p= 0.135, but when I ...
- 125
8
votes
1
answer
4k
views
How important is using the exact method for ties in a Cox model, and how long should this take?
I'm analyzing the results of some simulation work using a Cox proportional hazard model, and I have what I perceive are a great many ties in the data, representing when a particular individual in the ...
- 23.7k
8
votes
0
answers
3k
views
How to simplify coxme survival models?
I have some questions about specifying a coxme (mixed-effects Cox proportional hazards) model in R and then simplifying it after reading the ...
- 81
7
votes
2
answers
3k
views
What does 'km' transform in cox.zph function mean?
I'm trying to understand how cox.zph function in R programming language works and I find myself not knowing what km transform ...
- 71
7
votes
1
answer
6k
views
Difference in chi-squared calculated by anova from cph and coxph
Is there a difference between chi-squared (from coxph -> anova) and Wald chi-squared (from ...
- 575
7
votes
2
answers
5k
views
Checking the proportional hazard assumption
I have a question on the cox proportional hazard model, in particular the proportionality assumption. I use cox.zph() function in R to check whether the proportionality assumption is satisfied. The ...
- 83
7
votes
1
answer
422
views
Diagnosing an unexpected pattern in a survival curve plot
I am conducting a survival analysis (using Cox proportional hazards regression) in R. My overall sample has a ~10% mortality rate, but the Kaplan-Meier survival curves that are derived from my ...
- 97
7
votes
1
answer
4k
views
Interpretation of coefficients of glmnet - LASSO/Cox model?
I have done a LASSO / Cox model run for a large dataset of 10K observations which has 1200 Variables.
...
- 85
7
votes
1
answer
3k
views
How to visualize a significant interaction between two linear predictors using the rms package?
Two linear predictors interact significantly (see below). How can I visualize this interaction in a plot?
...
- 575
7
votes
2
answers
7k
views
Comparing a linear model with a spline model
I try to figure out how to describe my continuous variable. Unfortunately, I did not understand all of the statistics. I would really appreciate I you guys would help me out here. To better illustrate ...
- 575
7
votes
1
answer
5k
views
Relative importance of variables in Cox regression
I've understood that relative importance of predictors is a tricky question. Suggested methods range from very complex models to very simple variable transformations. I've understood that the ...
- 2,403
7
votes
2
answers
11k
views
How to understand the plotting of the cox.zph function in R?
I use a Cox proportional hazard model (coxph()) which gives me HR of about 2.9 for presence of factor B (factors can be A, B, C, A as baseline in the model), with ...
- 71
7
votes
1
answer
9k
views
Impute missing values using aregImpute
I have a data frame with 61 columns. Some data is missing. I read in Steyerberg's book about aregImpute in Hmisc. I used it with ...
- 575
7
votes
1
answer
3k
views
Get a desired percentage of censored observations in a simulation of Cox PH Model
This question comes from:
How to simulate a Cox proportional hazards model with change point and code it in R (See answer)
I want to generate a censoring variable $C=Exponential(\theta)$ that create ...
- 401