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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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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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87 views

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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116 views

What variant of interaction when the PH assumption is violated in a CoxPH Model?

When the assumption of proportional hazards is violated, the suggestion is to interact offending covariates with time (or a function of time). In this blog post, the author suggests to include only ...
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540 views

Predicting Lifetimes using CoxPH

I have a dataset of about 9k rows and 60 features (columns). I have a binary status column (1 - dead, 0 - alive) and a lifetime column in days which is right censored. I am currently using the cox-PH ...
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126 views

How to interpret insignificance of time-varying coefficient and main effect

I have a survival-time dataset where entities (countries) are measured at discrete intervals (years). I'm interested in examining the effect of some fixed treatments (i.e. ones that occur at the ...
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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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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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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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68 views

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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165 views

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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158 views

How to manually calculate concordance for a coxPH model

I am struggling to work out how the concordance statistic of a coxPH model is derived. I have built a coxPH model on a small dataset (4 observations). The resultant model is given below: ...
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29 views

Cox-Hazard Ratio differences in Software suits; Manual calculation

Working in clinical research my task is to calculate the Hazard ratio, better to check the calculations of someone else. This first calculation was based on ARM=(3 different treatments) with only t=(...
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671 views

How to calculate the cumulative baseline hazard function for a CoxPH model

I have read that the following formula is used to estimate the cumulative baseline hazard function: I also know that the basehaz command in R will also calculate an estimate for the cumulative ...
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119 views

How should I smooth / average semi-sparse service usage data used in a time series regression?

I am using time series regression and survival models to predict future user outcomes based on past usage trends. I am dealing with a data set of daily service usage per user which, on a given day ...
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244 views

Time scale in survival analysis

I am doing a churn analysis of some bank customers with survival analysis. Right now I am using the customers' years in the bank [0;17] as time scale, and then use the customers' entry age as a ...
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68 views

Cox proportional hazard - can hazard be treated as instantaneous probability?

I'm doing a question on cox proportional hazard models that at the very last step leaps from hazards to probabilities, and I'm not sure how it does this. I've paraphrased it below to keep it simple, ...
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46 views

Can I calculate the number of patients in experimental and control group based on HR?

I would like to conduct the meta-analysis of randomized clinical trials. In some of them in the subgrup analysis the number of patients in experimental group (Ne) and control group (Nc) are not given, ...
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1answer
61 views

How to test in SPSS: categorical with continuous predictor and categorical response?

Edited: I'm a statistics newbie, so please be gentle I'm trying to figure out what test to use to analyze a categorical concurrent with continuous predictor for a categorical response. For example:...
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1answer
79 views

Coefficients in discrete proportional hazards model

I am aware of the rationale behind taking the exponentiated coefficients in a proportional hazards model as representing change in hazard per unit change in the corresponding predictor. This also ...
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154 views

Cox regression slope - understanding the sign of the slope

I am using the coxme package in R to perform mixed effect cox regression analysis, and would greatly appreciate some advice on how to interpret the regression ...
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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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12 views

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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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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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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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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7 views

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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14 views

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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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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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
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
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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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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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: ...
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1answer
67 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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1answer
25 views

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 couldn’t find a methodology that I can be confident ...
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148 views

Is the supremum test of cumulative martingales residuals OK to assess proportional hazards of both groups and covariates?

Is the supremum test of cumulative martingales residuals (as implemented by assess in SAS PROC PHREG, and other software) OK for testing PH of both continuous ...
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61 views

Proportional Hazards, Competing Risks, or something else?

I'm looking to do a time-to-event analysis. My data set set has a binary response variable representing 2 distinct outcomes, a time variable, and some censoring. I am mainly interested in the time ...
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1answer
120 views

Calculating the Cox Hazard Rate

I want to write a code that calculates the Cox Proportional Hazard rate: $h(t|x_it,e_i)=e^{x_it \beta + \lambda(t) + e_i}$ where $\lambda_t$ is a spline in slopes and $e_i$ is an unobserved term. My ...
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1answer
25 views

How to estimate an additive hazards model?

Consider the additive hazards model: $$\lambda(t) = \lambda_0(t) + \beta^T Z.$$ I want to assume that the baseline hazard $\lambda_0(t) $ is Weibull. However, $\lambda(t)$ has to be positive by ...
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57 views

I multiplied a predictor variable by 10. Why does my univariate cox regression HR and p-value change entirely?

I calculated the waist-to-hip ratio from, well, waist and hip measurements in cm. The ratio's values would come out in the range of 0.8-1.1, for my population. When I performed a univariate cox ...
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1answer
396 views

Hazard ratio vs confidence interval

Why or when is the hazard ratio more than the range of the confidence interval? As I understood it, the hazard ratio must fall with in the range of the confidence interval.