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How to obtain nonparametric baseline hazard estimates in the gamma frailty model?

1 message · Terry Therneau

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-------- Original Message --------
Subject: Re: How to obtain nonparametric baseline hazard estimates in the gamma frailty model?
Date: Mon, 04 Nov 2013 17:27:04 -0600
From: Terry Therneau <therneau.terry at mayo.edu>
To: Y <yuhanusa at gmail.com>

The cumulative hazard is just -log(sfit$surv).
The hazard is essentially a density estimate, and that is much harder.  You'll notice that
everyone does CDF curves for survival data ( Kaplan-Meier = estimate of 1-CDF), but no one
does histograms, which estimate a density.  That isn't because we wouldn't like density
estimates.

Terry T.
On 11/04/2013 04:47 PM, Y wrote: