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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[R] Estimating Survival function in coxph
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Thomas Lumley at Oct 30, 2000 at 4:47 am ⇧ 
Yes. The survfit() function does this. There are a few options for exactlyOn 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.
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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