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17 votes

Cubic splines in Cox model

The question is about varying knot locations if the number of knots is fixed. I go into this in https://hbiostat.org/rmsc/genreg . With a restricted cubic spline (natural spline) the smoothness ...
Frank Harrell's user avatar
16 votes

How to explain Hazard Ratio in layperson's terms

A simple explanation of the hazard ratio is: At any given instant, people in group A are XXX as likely to have the event as people in group B. "Over the whole of the study period" is not ...
Peter Flom's user avatar
  • 124k
14 votes

How to explain Hazard Ratio in layperson's terms

We need to start with a premise. Suppose that either the HR is constant (so that what’s below applies to any t) or that we are speaking at the hazard ratio at a specific time t if the HR is not ...
Frank Harrell's user avatar
13 votes

Cubic splines in Cox model

You have 3 helpful answers already. I'd just like to add a couple of cautions. First, when you say something like the cubic splines used in the Cox model to test the linearity for the continuous ...
EdM's user avatar
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12 votes

Cubic splines in Cox model

If I change the location of the knots, this can affect the results? Certainly, this is true of any spline fit. You are changing where the basis functions are being constructed, so naturally this will ...
Shawn Hemelstrand's user avatar
12 votes

Cubic splines in Cox model

So far, we have two answers, each from a very esteemed writer. Shawn says "of course it can" and demonstrates that. Frank says "it usually doesn't". Both are correct. But I think ...
Peter Flom's user avatar
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9 votes
Accepted

Diagnosing an unexpected pattern in a survival curve plot

The Kaplan Meier estimate is based on how many of the subjects that are still at risk have an event. If at the end only 2 are at risk, then one having an event means the survival curve goes down to 50%...
Björn's user avatar
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6 votes

Cox model - unsure of time unit of analysis

Cox survival regressions don't directly model time at all. They just use the rank-ordering in time of event times, so you can use any time scale that makes sense. You can get predictions of survival ...
EdM's user avatar
  • 94.5k
5 votes

Why are my Hazard Ratio coefficients so large or small in Coxph regression?

Please also see my comment. But, assuming your data are correct: Your interpretation is incorrect. Cox PH is not about the likelihood of leaving, it is about the time to leaving. The hazard ratio is ...
Peter Flom's user avatar
  • 124k
5 votes

Cox model - unsure of time unit of analysis

I suppose that that tests are performed approximately every six months (rather than exactly every 180 days), so using months or even 6-month units as a measure of time would be appropriate. I don't ...
Roger V.'s user avatar
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3 votes

How to handle time to event data when there is a competing risk with very low incidence rate

There's no problem in using a competing risks model here. If you only have a small number of death events then the coefficient estimates with respect to death will be relatively imprecise, but that ...
EdM's user avatar
  • 94.5k
2 votes

How to compare 2 multiply imputed nested Cox proportional hazards models?

Newer likelihood ratio $\chi^2$ tests in the context of multiple imputation has been added to the R rms package. This method is based on stacking all the imputed ...
Frank Harrell's user avatar
2 votes
Accepted

Time-to-event analysis with left-truncation and right-censoring depending on the exposure

Both scenarios are related to left truncation: individuals in a study who provide no information about events that occur prior to some elapsed time since time = 0 ...
EdM's user avatar
  • 94.5k
2 votes
Accepted

Sample size and number of covariates in Cox regression

This has been solved by Richard Riley et al: https://pubmed.ncbi.nlm.nih.gov/30357870 and there is an R package to help with the calculations.
Frank Harrell's user avatar
2 votes

How to handle zero-inflated time in Cox proportional hazards model with categorical covariates?

The usual assumption in survival analysis is that there is 100% survival at time = 0. As Peter Flom notes, however, the times themselves aren't used for a Cox model....
EdM's user avatar
  • 94.5k
2 votes
Accepted

In which cases should the time be transformed when plotting the smoothed scaled Schoenfeld residual plot?

According to Therneau and Grambsch (p. 132) the proportional hazards (PH) test is "is a score test* for the addition of the time-dependent variable g(t) * X to ...
EdM's user avatar
  • 94.5k
1 vote
Accepted

Changes in Schoenfeld Residuals Dependent on Follow-Up Time

First, before you worry about violating proportional hazards (PH), worry about overfitting. Having 113 or 219 events might seem like a lot, but your model needs to fit 26 regression coefficients (...
EdM's user avatar
  • 94.5k
1 vote
Accepted

Calculating the value of Cox-Snell Rsquared

The simple answer is that any estimate of sample size in study design for regression modeling requires assumptions about the magnitude of the effect you want to be able to detect and the variability ...
EdM's user avatar
  • 94.5k
1 vote

Sample size and number of covariates in Cox regression

As far as I can tell, the answer is "no". In SAS, there is the COXREG option in the POWER procedure, but it only handles a single covariate. In R, there is the powerSurvEpi package, but this ...
Peter Flom's user avatar
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1 vote
Accepted

Should the curve be around zero when assessing the smoothed scaled Schoenfeld residual plot for proportional hazard assumption?

Although it's called a "scaled Schoenfeld residuals plot," for each predictor variable it's really a plot of the sum of those residuals plus the (constant) log-hazard ratio reported by the ...
EdM's user avatar
  • 94.5k
1 vote

How to compare 2 multiply imputed nested Cox proportional hazards models?

From https://bookdown.org/rwnahhas/RMPH/mi-cox.html : "Neither mi.anova() nor D3() works for Cox regression models, but D1() does." From https://github.com/amices/mice/issues/246#...
Jack Sprat's user avatar
1 vote

How to interpret interaction effects in a cox regression?

The interaction between injury and diet is telling you that the relationship between injury and the hazard ratio is different for different diets. Similarly, the relationship between diet and the HR ...
Peter Flom's user avatar
  • 124k

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