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Questions tagged [proportional-hazards]

Proportional hazards is an assumption of the Cox proportional hazards model of survival analysis and some other models as well. The assumption is that a linear increase in the predictor will have a uniform multiplicative relationship with the hazard.

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Cox regression model - testing the proportionality assumption for an interaction term?

I'm interested in testing sex differences in the outcome Y (e.g., mortality), and if there are sex differences in the effect of BMI on mortality. I planned to use a Cox regression model primary<-...
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Why is my output for nominal_test incomplete?

I am currently using the nominal_test function, in the ordinal package, to test for the proportional odds assumption but have encountered a problem. Here is my code: ...
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Test assumption of common baseline - Adersen-Gill Cox regression?

I'm running a Andersen-Gill recurrent (multiple events) cox model and I want to test the assumption of common baseline across events. Is this as simple as entering 'event' into the model and checking ...
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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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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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How best to represent changing risk over time in data set with groups of different duration

Here is an example outline of my dataset: I have 20 shops that are open for a period of time, but the duration is not the same (i.e. some locations are open for 4 years, others are open for 2 months, ...
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Adapting Cox Regression to Time dependent continuous variables [duplicate]

I am interested in using cox survival regression model when the covariates are not expected to be constant over time and also continuous. I did check a few books and the time dependent Cox Regression ...
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Survival Analysis - 30% right censored data

Just looking for some clarity regarding time-to-event (death) data when there is a large proportion of right censored data (lots of survival). Is this a serious problem for a proportional hazards ...
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Time variable as a fraction when using Cox proportional hazard model

We are trying to estimate the lifetime cumulative default rates for consumer loans, using the Cox proportional hazard model. Since we have a number of different maturities (and the majority have not ...
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Checking PH assumption for a time dependent (T_COV) variable in a Cox PH-regression: with or without the original covariate in the regression?

I am performing a cox proportional hazard regression on survival, in a sample in which almost everyone dies in the follow up period. I have little knowledge on statistics in general but i am reading ...
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20 views

Relation between hazard function and Kaplan-Meier survival curves

Could someone please explain intuitively and mathematically the relation between hazard function and Kaplan-Meier survival curves? If there is a relation, please give and example of deriving one from ...
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204 views

Schoenfled Residua test shows proportionality hazard assumptions holds but Kaplan-Meier plots intersect

"If Kaplan-Meier plots cross each other then proportional hazard assumption does not hold". The issue I am facing is that I got the Kaplam-Meier plot(bleow). We can clearly see that it is overlapping. ...
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Obtain hazard ratio from other hazard ratios

Given a hazard ratio($HR$) as $$๐ป๐‘…_{b}=โ„Ž๐‘Ž๐‘ง๐‘Ž๐‘Ÿ๐‘‘(b)/โ„Ž๐‘Ž๐‘ง๐‘Ž๐‘Ÿ๐‘‘(a)$$ and another hazard ratio as $$๐ป๐‘…_{c}=โ„Ž๐‘Ž๐‘ง๐‘Ž๐‘Ÿ๐‘‘(c)/โ„Ž๐‘Ž๐‘ง๐‘Ž๐‘Ÿ๐‘‘(a)$$ How can we obtain the hazard ratio between $b$ and $c$ ...
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Hazard ratio for more than two groups

Consider the line of code below for implementing Cox model in R and finding the hazard ratio: fitcox <- coxph(Surv(Survival,Death) ~ clusters, data = data) ...
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How to calculate Hazard ratio if there are more than two Kaplan-Meier curves

A population was sub-typed into 4 groups and Kaplan-Meier curves were plotted. If there were only two survival curves then the hazard ratio would be the hazard of one group divided by the hazard of ...
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Violation of proportional hazard assumption with big sample size - how to correct for it?

I am looking at a sample of about 95,000 firms in Switzerland and I want to find out if having an external auditor (such as PwC, KPMG, EY) reduces the likelihood that a firm goes bankrupt. In ...
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How to calculate conditional hazard at time zero

I am looking for a statistical method to calculate the conditional hazard before the diagnoses or study has started; in other words, time is not a variable. For example, here is a hypothetical ...
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Shared Frailty Assumptions

Do we need to check the proportional hazards assumption when running a shared frailty model for clustered data?
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33 views

The difference between the cumulative baseline hazard and the cumulative hazard?

I'm not sure what is the difference between the cumulative baseline hazard and the cumulative hazard? Could you please explain it if you are an expert in this field? Thanks
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1answer
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Competing Risks Likelihood in each State

I have a competing risks model where every observation starts in state 0 and ends up in either state 1 or state 2. I have the following cumulative hazard functions for each transition to state 1 and ...
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25 views

Survival model building with time dependent covariates

I am looking to build a Cox proportional survival hazard model in SAS on time dependent covariates. Ultimately, I will put this model in production and score on recurring basis to target the right ...
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117 views

Connection between Hazard Ratios, Survival, and Probability

According to this wiki link, the hazard ratio relates to survival according to the following equation $$ S_1(t)=S_0(t)^r \quad (1) $$ where $S$ is the survival and $r$ is the hazard ratio. So from ...
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Proportional hazards assumption for cox regression - global test or graphical assessment

I have run a cox regression with only a treatment in mind so far and have then tested the proportional hazards assumption along with a graphical assessment using the log-log survival plot. My global ...
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Cox hazard Model: HR of 1 variable greater than 1 in simple regression becomes smaller than 1 in a multiple regression

I'm performing a simple and multiple Cox regression. I have 1 dependent variable $y$ and 10 independent variables: $$X = x_1, x_2, x_3, x_4, x_5, x_6, x_7, x_8, x_9, x_{10}$$ A particularity of the ...
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Relationship between survival probabilities and cox proportional hazard parameter estimates

I am building a home lending model through Survival technique. Since, I wanted to use a lot of time varying covariates (change in marital status, cash balance, residence etc.), I decided not to go ...
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72 views

Interpretation of Cox Hazard Model with quadratic term

I am having trouble finding information on how to interpret coxph model hazard ratios with a quadratic term. Some of my variables are continuous count data, whereas others are continuous percentages. ...
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116 views

Cox proportional hazards model, problem with correlated predictors or overfitting?

I have a question concerning a Cox proportional hazard model (in R) on which I would love to get your opinion and feed back! I think that there is a problem, however I would like to be sure and ...
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245 views

Violation of the proportional hazard assumption, interaction with time. Am I taking the correct steps?

I will try to keep my question as short as possible. For my thesis I am researching if a risk score can predict graft failure in a cohort of $596$ patients over the course of $10$ years. (The ...
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1answer
125 views

Changing the baseline hazard ratio at each event in a PWP Cox model

I am performing a PWP (conditional) recurrent cox regression analysis over medical records. For each individual, events are indicated by dates in their medical record. It is, therefore very easy to ...
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149 views

Interpreting outputs in R coxph model

This is a follow-up question to the one posted here. I have run a proportional hazards model in R using the coxph function. The model includes 3 covariates: ...
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1answer
52 views

Cox proportional hazards model and dummy variables

I have some doubts while doing this question. I tried out parts (a) - (c) and am quite confused by (d). Would appreciate if someone can help to check my work to see if I have done it correctly, ...
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51 views

hazard ratio interpretation

Imagine that when we compare treatment A to treatment B (the group A is a high expression and group B is a low expression of gene X) and the pooled hazard ratio (group A in comparison to group B) is 0....
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Cox regression - non-time dependent continuous covariate deemed singular

I have this model I want to run that has no main treatment effect because I subsetted the data just to look at this one treatment (For example I have 1200 points from three treatments: control, ...
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Cox Proportional Hazard models for more than 2 treatments and covariates

I am trying to figure out how to properly interpret the results of this cox proportional hazard model, represented by a forest plot. I have looked into a lot of references, but almost all of them ...
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1answer
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How to estimate full distributions in Cox Proportional Hazard model?

A Cox Proportional Hazard model outputs both the coefficients $\beta$ and the baseline hazard $\lambda_0$ (eg, Breslow's method). From these two quantities one can estimate the distribution of time to ...
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122 views

Dataset set splitting in survival analysis?

I have a dataset of 100,000 composed by the time during the study (time) dead status (status); about 10% deaths presence of 10 different traits as binary variables (trait1...traitX) I'm using a cox-...
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514 views

Estimate the cumulative baseline hazard function from a Cox model coefficients

CoxPh model described as $h(t|X)=h_{0}(t)e^{\beta X}$ where $h_{0}(t)$ is the baseline hazard function and is non-parametric. If you have the following model, ...
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58 views

How to calculate HR using attained age? [closed]

I want to calculate the hazard ratio for death by comparing individuals with a disease versus others without the disease, but I don't know if the calculation that I'm doing is correct. Participants ...
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173 views

Should I correct the p-value when testing Proportionnal Hazard assumption with cox.zph()?

When testing the Proportionnal Hazard assumption in a cox model in R, you usually use the survival::cox.zph() function. Output is something like this: ...
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Survival analysis of a population - Proportional hazards

first time here :) here's my problem. I developed an agent-based model (ABM) that I used to generate some data that I would like to analyze, but I couldnโ€™t find a methodology that I can be confident ...
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1answer
28 views

Can I force the direction of hazards ratio?

I am doing a survival analysis using Cox's proportional hazards model with several predictive variables. Some of the estimated hazards ratio goes in an implausible direction, which contradicts what we ...
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Is my explanation of the limits of Cox PH correct?

one of the limitations of the Cox PH model is, that it can not change the hazard ratio of two different inputs over time. I would explain this with the following hypothetical example: A ...
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1answer
149 views

Significant but very small beta coefficients in Cox proportional hazards calculation (survival analysis)

I'm analyzing TCGA data to investigate the effects of lncRNAs on survival. Among other things, I wanted to calculate a univariate CoxPH model for each gene to find genes whose expression levels have a ...
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interpretation of cox HR under non-proportional hazard

When the true hazard ratio $\lambda(t)$ is time varying as shown below, I used a standard cox regression to get a hazard ratio. If the hazard ratio of $\lambda=0.78$, how can this value be interpreted?...
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How do I interpret these categorical main effects in the case of a one level significant interaction in a cox PH model?

So I have a cox proportional hazards model in which an interaction comes out as significant. This interaction is between a categorical variable (tree species) and a continuous variable (diameter at ...
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Frailty or median values in my cox proportional hazards model?

I am analysing data of woodpecker-made holes and I am interested in seeing what covariates and to what degree affect the survival of these holes (otherwise known as cavities). However, I encounter the ...
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1answer
304 views

Use median survival time to calculate CPH c-statistic?

I'm interested in calculating the concordance ($c$-statistic) of a proportional hazards model. For reference, the c-statistic is detailed in Stat Med. 1996 Feb 28;15(4):361-87. The relevant quote ...
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Cox Regression in Propensity Score Matched cohort after multiple imputation

I have a follow-up question on the question of this thread: Manipulating data for propensity score matching following multiple imputation with mice package In aforementioned topic we can see the ...
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1answer
418 views

Hazard Ratio Meta-Analysis

I've being reading around the forum and couldn't find exactly what I wanted. I am trying to do an meta-analysis where the HR of each study and the 95% CI were available. I understand variance can be ...
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1answer
520 views

Formatting data for Cox PH with time-dependent covariates

I was hoping for some guidance on the appropriateness of my modeling approach to the following problem. Problem: I'd like to know whether the days receiving nutrition support (cumulative days on ...