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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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2answers
2k views

Testing proportional hazards assumption in parametric models

I'm aware of testing the proportional hazards assumption in the context of the Cox PH models, but I haven't encountered anything relating to parametric models? Is there a feasible way to test the PH ...
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2answers
4k views

Recommendations for Non-Proportional Hazards

This is an issue that has plagued me for a long time and I have found no good answers in textbooks, Google, or Stack Exchange. I have data set of >100,000 patients for which four treatments are ...
5
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2answers
655 views

Does the proportional hazards assumption still matter if the covariate is time-dependent?

If I estimate a Cox Proportional Hazards model and my covariate of interest is dependent (continuous or categorical), does the proportional hazards assumption still matter? I recently went to a ...
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1answer
1k views

How can I obtain prediction intervals for survival prediction in the Cox model?

Prediction of survival times in Cox proportional hazard regression model has been discussed here. In R, survfit::survival using ...
5
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1answer
1k views

Expected survival time for Weibull proportional hazards model with R's predict.survreg

The predictions for a Weibull proportional hazards model from R's predict.survreg() are not the expected survival times. Please help me understand this behaviour. ...
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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 ...
4
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2answers
882 views

Proportional hazards vs proportional odds for modeling ordinal data

When working with ordinal response data, we can use a proportional odds model to calculate the log odds in favor of one category over another. Often we use a logit link yielding the following model: ...
4
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1answer
427 views

Cox proportional model with multiple failures for same subjects

I have a dataset that I'm trying to model using Cox proportional hazard models. The data include patient IDs and several attributes about the patients (including time till failure). Due to the nature ...
4
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1answer
3k views

Can a Cox proportional hazards model be used on general left-censored data (i.e. non-survival data)?

A familiar problem in applied science is having censored data, in particular left-censored data arising due to an assay or piece of equipment having a lower limit of detection (LOD). Assuming a ...
4
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2answers
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 ...
3
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1answer
960 views

How to manually calculate `survfit` in cox hazard model?

Here is a toy survival model with age only. But I still do not know how the surv numbers in survfit are calculated: $\exp(\beta ...
3
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1answer
401 views

Quasi-separation when running Cox regression comparing 3 risk groups?

This is my first post here, so please bear with me! I'm comparing several biomarkers with Kaplan-Meier curves and calculating hazard ratios for different risk groups (defined by a certain, well ...
3
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1answer
642 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 ...
3
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1answer
4k views

Determine if a time-dependent Cox model is appropriate

Before the description, here are my questions (1) Is the set-up of my time-dependent data correct? (2) Are the ways I run my Cox proportional hazard model with a time-dependent variable/ non time-...
3
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1answer
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 ...
3
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1answer
128 views

Training on censored data with varying sequence length

I have a sequence of daily events, along with times between events. Each such sequence is labeled by $i$ and consists of $n_i$ events. For every $i$, each event $j$ has a list of features $x_{ij}$, ...
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1answer
962 views

Proportional hazards assumption: trouble interpreting my results for cox.zph() function in R

I am testing my proportional hazards assumption in R using the cox.zph() function: ...
3
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1answer
157 views

How can I use a Cox proportional hazards model to obtain probabilities?

I am using a Cox proportional hazards model to estimate the probability of an event (failure of a mechanical device, say) occurring at discrete, finite times: $t = 0, 1, 2, \ldots$. In Cox's original ...
3
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1answer
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 ...
3
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1answer
2k views

time varying coefficients in cox proportional hazard model

I am trying to fit a coxph model in R. The study can be described as follows: I have a very large dataset, in counting process form, containing whether or not someone responded to a survey or not. ...
2
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2answers
105 views

What is the meaning of “t” in Cox hazard proportional model?

I'm learning survival analysis and currently have questions about the Cox proportional hazards model. The following figure wants to show that for a certain smoking subject, the hazard of a 10-year ...
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3answers
2k views

Proportional hazards assumption and time-dependent covariates

Is there a way to check that the proportional hazards assumption is correct for a Cox model with time-varying covariates ?
2
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2answers
135 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 ...
2
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1answer
38 views

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 ...
2
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1answer
639 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 ...
2
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1answer
461 views

How to cope with non-proportionality?

I run a Cox model with 2 covariates, in addition to the variable of interest. For one covariate, the assumption of proportional hazards is violated. I know different methods developed to cope with non ...
2
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1answer
691 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 (...
2
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1answer
65 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 $\lambda$...
2
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1answer
118 views

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 ...
2
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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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0answers
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 ...
2
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1answer
207 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 ...
2
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0answers
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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0answers
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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0answers
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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0answers
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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1answer
2k views

Interpret hazard ratio that has huge value

I run a coxph model in R using survival package. Here's the output ...
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1answer
243 views

Validity of PH test using Schoenfeld residuals from Cox model on parametric models

I need to use parametric models to model survival data. If the PH assumption holds, I would fit the data for my two intervention groups using a single covariate for treatment effect. I fit a Cox PH ...
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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
118 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 > ...
1
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1answer
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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1answer
494 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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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
197 views

How does time factor into Cox regression or a Cox proportional hazards model?

The hazard function for the Cox proportional hazard model is written as follows. $$\lambda(t|X_i) = \lambda_0(t)\exp(\beta_1X_{i1} + \cdots + \beta_pX_{ip}) = \lambda_0(t)\exp(X_i \cdot \beta)$$ I ...
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1answer
45 views

Applying Cox's Porportional Hazard model

I have a dataset on two groups. Group 1 (18 subjects) and group 2 (5 subjects). Each subject in the groups had to perform a number of tasks which was timed. The time restriction was 60 seconds. If ...
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2answers
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 ...
1
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1answer
406 views

Interpretation of hazard rate for multiple failures

I'm trying to run survival analysis of Cox proportional model with panel data that consists of IDs and time variable. Each individuals are allowed to fail more than once in the sample period. My ...
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0answers
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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0answers
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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0answers
101 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 ...