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How do i compute predicted failure time from a cox model?

2 messages · Eleni Rapsomaniki, Frank E Harrell Jr

Eleni Rapsomaniki
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Given a cox model:
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library(Hmisc); library(survival); (library(Design); 
cox.model=cph(Surv(futime,? fustat) ~ age, data=ovarian, surv=T)
str(cox.model)
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What I need is the total estimated time until failure (death), not the probability of failing at a given time (survival probability), or hazard etc, which is what I get from survest and predict for example.
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I suspect the answer is embarrassing simple...

(BTW sorry for the duplicate email, the earlier HTML version of my message could not be viewed)
Eleni Rapsomaniki
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Research Associate
Strangeways Research Laboratory
Department of Public Health and Primary Care
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Frank E Harrell Jr
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Eleni Rapsomaniki wrote:
Eleni,

You can't get the predicted mean from a Cox model unless the longest 
followed subject died.  You can get the mean restricted life:

library(Design)   # implies Hmisc and survival
f <- cph(..., surv=TRUE)
M <- Mean(f, tmax=3)  # area under S(t) from 0 to 3 time units
M( ) # evaluate the mean at a vector of linear predictor values
M(predict(f, data.frame( ))) # evaluate at user-chosen predictor values

The mean restricted life is the life expectency given failure before 
time tmax.  You have to use a parametric model to get the unrestricted 
mean lifetime estimate.

Also see the Quantile function in Design to derive a function to 
estimate various quantiles of survival time.  In Design, functions 
beginning with an upper case letter (like Mean, Quantile, Function, 
Hazard) are function generators.

Frank