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Extrapolating Cox predicted risk

On 09/26/2012 05:00 AM, r-help-request at r-project.org wrote:
The ability to extrapolate over long distances is exactly why industrial reliability work 
uses parametric models (weibull or log-normal, see survreg) instead of the Cox model.

If any of your data goes out to 10 years, then the predictions for coxph will go out that 
far, just like they would for a Kaplan-Meier.  But, just like the KM, if there are only a 
handful of people out that far the extrapolated curve will be very noisy.

Terry Therneau