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[R] Estimating Survival function in coxph

Richards, Tom
Oct 25, 2000 at 8:01 am
Hello:

Assuming that I have used the coxph function to fit a Cox model with several
covariates, is there a natural way to estimate a value of the survivorship
function at, say, five years,
S(5), along with a confidence interval? I have brought this question up
with one or two colleagues, who have suggested using a parametric model, but
I wonder whether it can be done using the semiparametric coxph() model.
Thanks.
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  • Thomas Lumley at Oct 30, 2000 at 4:47 am

    On Wed, 25 Oct 2000, Richards, Tom wrote:

    Hello:

    Assuming that I have used the coxph function to fit a Cox model with several
    covariates, is there a natural way to estimate a value of the survivorship
    function at, say, five years,
    S(5), along with a confidence interval? I have brought this question up
    with one or two colleagues, who have suggested using a parametric model, but
    I wonder whether it can be done using the semiparametric coxph() model.
    Yes. The survfit() function does this. There are a few options for exactly
    how to do it. They are more-or-less equivalent if a lot of people are
    still at risk at this time. It is necessary to estimate either the
    baseline hazard function using something like the Nelson--Aalen estimator
    or the baseline survival function using something like the Kaplan-Meier
    estimator.

    -thomas

    Thomas Lumley
    Assistant Professor, Biostatistics
    University of Washington, Seattle

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