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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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12 views

How is the combined effect of explanatory variables calculated for Cox proportional hazard model? [on hold]

I am just learning about the use of Cox proportional hazard model. As I understand it if I feed in the data and 2 explanatory variables, I would get the hazard ratio for each variable with the other ...
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22 views

Continuous Variable No Longer Follows PH Assumption When Categorized

I am creating a cox regression model with multiple covariates. I have two models: model A contains my variable of interest in its original continuous form, and model B contains my variable of ...
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153 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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59 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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1answer
182 views

Cox Proportional-Hazards Regression vs. Regression modeling of competing risk using Fine and Gray

30000 patients all have one diagnosis in common, 3000 of them have been exposed to a potential risk factor before the common diagnosis. 1500 patients develop a malignancy after the common diagnosis. ...
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12 views

Simulate recurrent events data where last observation is censored

I would like to simulate a recurrent events dataset for survival analysis with cox regression in R. The data should have the following properties: multiple, varying number of observations per ID only ...
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21 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
46 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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1answer
63 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
116 views

Schoenfeld test (cox.zph) shows no covariate violates PH assumption but global test suggests whole model does (p<0.001). What to do?

Using cox.zph (part of the survival package), I find that no covariate violates the PH assumption in a Cox regression model (p > ...
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1answer
37 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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Cox Proportional Hazard calibration with same it's meant to predict

I want to model time to churn with a Cox Proportional Hazard model and use it to predict people likely to churn. The question I have is how valid is to calibrate the model with the same people I want ...
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28 views

Days Between Visits Model

I have a dataset from a digital service on a user-level and want to model the decrease in visits and usage over time. I want to explain the decrease (or increase) with the activities a customer ...
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28 views

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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21 views

Prediction of survival time using cox regression in R

I'm aware that we can get survival function and probability in R but is there a way to predict survival time given it is Cox regression
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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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331 views

Do multiple observations per individual imply pseudo-replication in time-varying Cox proportional survival model (coxme in R)?

I’m running a survival analysis using a cox mixed-effect proportional hazard model with time-varying covariates (using package and function coxme in R). My ...
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1answer
80 views

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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35 views

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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382 views

What kind of model should I use for churn risk prediction?

I have a data set containing many client's id, and its behavior characteristics measured each month before churn or censored. Data looks like: id || lifetime period || folow-up time before churn of ...
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17 views

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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1answer
118 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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2answers
126 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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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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22 views

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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1answer
24 views

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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35 views

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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804 views

Error term interpretation in the Cox PH model

I am preparing a presentation on Survival Analysis models, with specific focus on the Cox model. Suppose I am in the simple bivariate survival analysis case (with $x_1$ and $x_2$). The Cox model ...
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71 views

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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59 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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1answer
84 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 $c$ ...
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273 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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129 views

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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2answers
80 views

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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1answer
211 views

If the fitted hazard ratio from a Cox model is approximately 1, does that mean the covariate is not significant?

Does a hazard ratio nearly 1 indicate that the covariate's effect on survival time is 0? If so would the corresponding p-value routinely indicate statistical insignificance? In other words, can a ...
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100 views

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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2answers
134 views

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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20 views

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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1answer
277 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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1answer
25 views

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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33 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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53 views

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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22 views

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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1answer
2k views

How can one invert hazard ratios and their confidence intervals?

Imagine that when we compare treatment A to treatment B there is an associated hazard ratio of 0.56 (95% CI: 0.36 to 0.87). Let's say that instead of this, I want the hazard ratio associated with ...
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1answer
687 views

Schoenfeld residual test for model with time varying coefficients?

I'm working with the survival package in R. I fit a Cox proportional hazard model (coxph) and did a scaled Schoenfeld residual test (...
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172 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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1answer
641 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
205 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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168 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: ...