Questions tagged [hazard]
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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Cox regression in R with time dependent covariates [closed]
I have a dataset consisting of 100 companies loaded in R that looks like the following:
COMPANY_NAME SECTOR COUNTRY ASSETS2018 ASSETS2017... ASSETS2010 DEBT2018 ... DEBT2010 TAKEOVER2018 ... ...
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12 views
Computing discrete survivor functions
I am trying to understand the survivor function for a discrete point process, but I am finding two conflicting definitions. Any clarification would be much appreciated.
For illustration purposes, ...
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11 views
How to go about interpreting time-varying co-variates in survival analyses?
I'm pretty new to stats.. been working with cox models and getting a little confused.
1) Why do they occur?
2) How might one interpret/clinically translate a time-varying co-variate for cox models?
...
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14 views
Breslow estimator coded in R from linear predictors
I want to calculate the Breslow estimate of the cumulative baseline hazard at a time t on R either 'by hand'.
I know this is possible for the coxphobjects with the <...
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18 views
Choosing a distribution for parametric hazard modeling
I have a question concerning determination of the baseline hazard function in a parametric survival regression such as Exponential, Weibull, e.g.
Is there a way to determine which one is best? I have ...
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22 views
what kind of survival regression model should I use?
I have a data set where I have a duration and time to event column. I also have covariates. My aim is to measure the
effect size of the covariates(in terms of hazard ratio)
calculate an interval, ...
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1answer
30 views
Non-monotone Survival Function?
I was given the task of plotting the graph of a survival function with the following details defined.
hazardrate (lambda) = λ(t) = 0.2 (1 + sin(tπ/12))
the underlying process is exponential
I am ...
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11 views
How to extract cumulative hazards from mixed-effect survival models?
I'm struggling to extract cumulative hazards from mixed-effect Cox models in R. I managed to extract survivals for each random level separately, but is there a way to obtain overall survivals ...
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24 views
Calculating the probability distribution for Hardware defects based on history of defects
I'm writing a study about Hardware status in my institution.
I've gathered data about hardware failures over time (I know how many failures happened each semester each year on a specific hardware ...
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55 views
How to simulate from a step (simple function) hazard function?
I have a step hazard function $h(t)$ (a simple function that jumps at specific times and it is constant between those jumps). Something like:
How can I simulate survival times from this hazard ...
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6 views
test of difference (equivalence) between pairs of hazard ratios derived from two models
I have two stratified cox proportional hazards regression models each restricted to data on men and women, respectively. Both models have the same covariates and the data on men and women come from ...
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16 views
Predict event probabilities and visit times in cox regression with gap time approach
I run a cox model on my data looking at times between gym visits. I want to predict the probability of a customer visiting the gym at a specific point in time and also the number of visits in a given ...
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13 views
Model probability [virus infection] based on two interconnected events
Suppose we study the influence of two interconnected events on the probability of contracting a virus. The probability depends on two things that must necessarily be present:
1) the person goes to a ...
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20 views
Need help in understanding the results of function survfit, from package rms, on cox proportional hazard model with time-varying co-variates
I have developed a cox-proportional-hazard model with fixed and time-varying covariates. Due to the time-varying covariates, I have adopted the (start, stop] coding as described in the survival ...
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1answer
36 views
Definition of predictive hazard function?
In a Bayesian context, the posterior predictive probability density function is
$$f_p(t) = \int f(t\mid \theta)\pi(\theta\mid \text{Data})d\theta,$$
where $\pi(\theta\mid \text{Data})$ is the ...
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15 views
Confidence interval for multiple unit change in continuous covariate
I'm fitting a Cox model with one continuous predictor $x$.
$$\lambda(x, t) = \lambda_0(t) exp(x \beta).$$
Lets say I got an output where the estimate for $x$ is $1$ and the standard error is $0.25
<...
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12 views
Can the cumulative incidence function be useful for this limited use case in multi-state modeling?
Kleinbaum and Klein (2005) write:
Nevertheless, the CIC [cumulative incidence curve] does require that the overall hazard is the sum of the individual hazards for all the risk types.... The latter ...
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1answer
43 views
Is the Breslow estimator over-adjusted?
In a proportional hazard model with a Breslow estimator, I wondered why do we adjust on covariates in the cumulative hazard and in the model.
On these few lines from Xia et al.[2],
we can see that ...
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1answer
12 views
Converting an effect on complementary-log scale to odds ratio
I'm trying to figure out how "an effect of treatment (beta) = 0.5 on complementary log scale" translate into an odds ratio (with baseline risk = 0.35)...
I found the clog-log h(t) = log(-log(1-h(t))) ...
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1answer
11 views
Modelling duration: {binary dependent variable & Logit} vs {duration as dependent variable & Fixed Effects}
I am working with duration data. My analysis uses as dependent variable a binary variable indicating whether the individual has divorced yet in time t (Y=1) or not (Y=0).
However, the literature on ...
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13 views
ROC for time-varying covariates in ddhazard model?
i want to draw ROC for ddhazard model. I have tried risksetROC package. But i am unable to get predictors for my model. here is the code:
OBTAIN A LINEAR PREDICTOR
predict1<- predict(ddfit1,type =...
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1answer
106 views
Must the hazard function integrate to infinity?
Consider a non-negative random variable $T$ arising in the context of survival/reliability analysis (usually representing the time until some event occurs). It is well-known that the survival ...
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2answers
75 views
Expressing a hazard function with a Cox proportional hazards model
I'm trying to wrap my head around Cox models as well as how to express them in the form of hazard functions when you have both categorical AND numeric covariates. I need some assistance with this ...
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47 views
Predicting hazard in an AFT Weibull model
I have fitted a Weibull Accelerated Failure Time model and my question is how to obtain the hazard.
For example in Stata, after fitting a model with streg, typing predict newvar, hazard obtains the ...
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1answer
54 views
Calculating the Expected life of network with hazard functions
I have been asked to solve some questions in the statistical program R.
First, I want to find the expected life length (by numeric integration) of a network with 3 parallel components (T1,T2,T3) and ...
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3answers
572 views
Is there an S-shaped (like sigmoid function) probability distribution? [closed]
Suppose there is a disease whose likelihood of occurring increases with age. But this increase is not linear, in fact it is at a certain age (e.g. 50) that the risk starts growing rapidly. But at some ...
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8 views
unknown parameters α0 and co-variance matrix Q using EM Algorithm for ddhazard model
I am working on panel data with catagorical variable as independent and 6 explanatory variables. sample years are 1992-2018(27).total number of firm-year observations are 33946. I want to know the ...
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18 views
time varying covariates, ddhazard, bankruptcy prediction, shumway
I want to use shumway simple hazard model to predict bankruptcy. I am trying to use ddhazard to fit my data which includes time varying covariates. This is how my ...
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2answers
100 views
Hypothesis test for Poisson process failure rates stays just as powerful for Compound Poisson
The book "Testing Statistical Hypotheses" by Lehman describes in section 4.5, a test for comparing the rates of two Poisson point-processes. This is the "uniformly most powerful" (UMP) test for this ...
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0answers
42 views
Hazard ratio endpoint vs Odds ratio
This study (https://academic.oup.com/cid/article/65/1/100/3097834) seems to conduct a cox proportional hazard regression on survival data, but reports hazard ratios for 30- and 90-day mortality:
...
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1answer
85 views
What are the hazard ratios in this plot referring to?
With the following code in R, I created this graph:
...
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25 views
piecewise constant hazard survival analysis with time-dependent covariates and frailty
I have data (repeated measures) of organizations over time, and I want to predict organization dissolution, the rates of which differ quite a lot over time. Is my understanding correct that this is ...
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26 views
Proof of likelihood ratio ordering implying hazard rate ordering
I'm studying stochastic orders and am stuck in the proof of likelihood ratio ordering implying hazard rate ordering.
Definitions: Let $X$ and $Y$ be two random variables with respective densities $f(...
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58 views
Testing for Constant Hazard Function
My colleagues and I have some unemployment data, and we'd like to test the hypothesis that it's drawn from a memoryless distribution (= constant hazard function). Is there a standard test for this?
(...
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1answer
31 views
Set new reference level for hazard ratios
I run a Cox Regression and afterwards, I predicted the Hazard Ratio (HR) for the predictor values 1 to 10. My data looks something like this:
...
2
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1answer
125 views
How to model the Hazard Rate?
I'm interested in modeling the Hazard Rate $\lambda$ from a Survival dataset so I can calculate the Cumulative Distribution $F(t)=1-e^{-\lambda t}$ but I'm not sure how to go about computing $\lambda$...
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1answer
81 views
Is the Cumulative Hazard Function simply estimated using the Empirical CDF?
I'm just starting to learn about Survival Analysis and I understand the theoretical proofs but I'm still unclear about how to do some of the estimations practically.
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Predicting survival probability at a future time for proportional hazard model
I have a Weibull proportional hazard model with fitted parameters $\lambda$ and $k$ and a time dependent covariate $x(t)$ with fitted coefficient $\beta$, such that the hazard function is given by,
$...
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0answers
43 views
How is a survival model with constant baseline hazard and time varying covariates called?
The data situation:
Supose in different forests data have been collected. These data include the temperature at different time points, the hours of rain, the type of forest and whether the event (a ...
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0answers
37 views
Time and events in a Cox model
I am going to perform survival analysis using the Cox model, but I have some doubts about the input data.
The data have the following structure:
...
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0answers
11 views
Likelihood function for a unit $i$ with death at time $t_{i}$ and non - death at time $t_{i}$
The survival function with respect to time is defined to be
$S(t) = 1 - F(T) = \int_{t}^{\infty}f(x)dx$
With a bit of algebraic manipulation, one arrives at the time dependent hazard rate ...
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9 views
It is possible to calculate what the expected hazards ratio would be for a subgroup if I am assuming the subgroup is an independent variable?
I am interpreting a placebo-controlled comparative study. For the primary endpoint:
Overall
n=8179
Hazards ratio: 0.75, 95% CI: 0.68 - 0.83
Gender is assumed to be an independent variable in ...
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0answers
21 views
Does prediction-at-the-means give the correct survival function in the long run?
If you fit a Cox model, it's possible to come up with an estimate of the baseline hazard function using the Breslow step estimator. In R, this is the basehaz ...
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1answer
393 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 ...
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0answers
22 views
Hazard ratio for continuous variable
I have a HR of 0.65 (0.46-0.92) and my explanatory variable is age (weeks of age). Time, event ~ age modeled with a flexible semiparametric model.
My interpretation is that for each week elapsed, ...
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2answers
465 views
Interpreting hazard ratios in stratified models
I am unsure how to interpret hazard ratios from cox-proportional hazard models that include 1 or more stratified terms.
For example, say I run a cox regression with treatment as a covariate and ...
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0answers
33 views
Given competing risks, what is the probability of an event within d steps from time t?
In competing risk analysis, we can only identify the cause-specific hazard and functions of that hazard. The cumulative incidence function (CIF) is a function of the cause-specific hazards. Because ...
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2answers
301 views
How does the probability of events change if an event does not occur
Suppose that someone tells me I will collect $\$100$ dollars within some time interval. Those time intervals are 1 to 7 days, 8 to 30 days and eventually after 30 days.
Let $A$ be the event I ...
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1answer
35 views
Simple elaboration on Joint Models' linear equations/trajectory functions
I have been struggling with grasping the intuition behind joint models, and I hope someone can elucidate a particular aspect of theirs. Joint models, first of all, are essentially combinations of ...
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1answer
100 views
Obtain hazard ratio from other hazard ratios
Given a hazard ratio($HR$) as $$𝐻𝑅_{b}=ℎ𝑎𝑧𝑎𝑟𝑑(b)/ℎ𝑎𝑧𝑎𝑟𝑑(a)$$ and another hazard ratio as $$𝐻𝑅_{c}=ℎ𝑎𝑧𝑎𝑟𝑑(c)/ℎ𝑎𝑧𝑎𝑟𝑑(a)$$ How can we obtain the hazard ratio between $b$ and $c$ ...
