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Because Cox proportional hazards model didn't give the baseline hazard
function, how to calculate the predictive probability for each test
sample at a special time point,such as 5-year or 10-year ?
In survival package, predict.coxph() function gives three different
type of predicted value, for the type of "expected", Does it mean the
expected number of events for a special sample during the total
follow-up time? What's the relationship between this value and
predicted probability?
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The default printout for coxph does not include the baseline hazard (too
lengthy), but it is lurking behind the scenes.
Yes, the type "expected" is the expected number of events (= value of
the cumulative hazard) for a given set of covariates at a particular
time. Prob(event by time t) = exp(- cumulative hazard at time t).
To get a prediction of type = expected you data set has to have both
covariate AND survival time values for each subject.
Terry T.