time dependent hazard ratios
On Apr 18, 2011, at 4:09 PM, array chip wrote:
Sorry this is a re-post. I posted it last night, haven't heard from anyone, hope this moves the thread up a little and anyone can comment?
My observation is that coefficients of 19 in Cox (or other exponential models) models generally indicate numerical difficulties rather than correct estimates.
David. > > Thanks! > > John > > > > ----- Forwarded Message ---- > From: array chip <arrayprofile at yahoo.com> > To: r-help at r-project.org > Sent: Sun, April 17, 2011 11:33:32 PM > Subject: time dependent hazard ratios > > > Hi, I am new to time-dependent Cox model to estimate time dependent > hazard > ratios. Let me use aml dataset from survival package as an example: > >> aml3<-survSplit(aml,cut=c(5,10,20),end="time",start="start", > event="status",episode="i") > > This will generate the new data frame based on the time cut points > 5, 10 and 20 > and produce a indicator variable "i" that indicates the time > interval membership > for each observation. > > If I want to esimate hazard ratio of variable "x" (Nonmaintained vs > Maintained) > for each of the time intervals 0-5, 5-10, 10-20 and >=20, would the > following > calculate such HRs? > >> coxph(Surv(start,time,status)~x*as.factor(i),data=aml3) > Call: > coxph(formula = Surv(start, time, status) ~ x * as.factor(i), > data = aml3) > > > coef exp(coef) se(coef) z p > xNonmaintained 19.2 2.10e+08 10461 0.00183 1 > as.factor(i)1 NA NA 0 NA NA > as.factor(i)2 NA NA 0 NA NA > as.factor(i)3 NA NA 0 NA NA > xNonmaintained:as.factor(i)1 -18.3 1.17e-08 10461 -0.00175 1 > xNonmaintained:as.factor(i)2 -19.6 3.18e-09 10461 -0.00187 1 > xNonmaintained:as.factor(i)3 -18.0 1.46e-08 10461 -0.00172 1 > > So my understanding is that: > for time interval 0-5, HR=exp(19.2)=2.1e+08 > for time interval 5-10, HR=exp(19.2-18.3)=2.46 > for time interval 10-20, HR=exp(19.2-19.6)=0.67 > for time interval >=20, HR=exp(19.2-18.0)=3.32 > > Am I correct on estimating these time dependent HRs? > > Thanks > > John > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. David Winsemius, MD West Hartford, CT