[R] Estimate hazard function from right-censored data only
John Fox
jfox at mcmaster.ca
Wed Nov 5 05:54:40 CET 2003
Dear Ted,
Yes, that makes sense, and I hadn't thought of it -- I was thinking in
terms of a nonparametric estimate of the hazard function. Spencer Graves
makes a similar point. Andy Liaw was kind enough to point out to me that
the muhaz function is in the muhaz package. As it turns out, muhaz provides
smooth nonparametric estimates of the hazard function using kernel methods.
Thanks to all,
John
At 03:06 AM 11/5/2003 +0000, Ted Harding wrote:
>On 05-Nov-03 John Fox wrote:
> > Dear Monica,
> >
> > I'm not sure what the muhaz function is (it's not in the survival
> > package), but regardless, unless I'm seriously mistaken, there's no
> > information to estimate the hazard function if you haven't observed
> > any events.
> >
> > I hope that this helps,
> > John
>
>Well, there is _some_ information, to the extent that such data rule
>out high levels of hazard ...
>
>I recall seeing a paper by I.J. Good many years ago (can't locate the
>reference now) in which he made a Bayesian inference of the probability
>of nuclear war (none having occurred).
>
>Basically he assumed a homogeneous Poisson process of nuclear war,
>with improper prior (? 1/mu ) for the mean, and got a posterior
>distribution for it.
>Consequently a probability of NW within the next (say) 20 years could
>be evaluated (though I seem to remember th\t a certain amount of
>footwork was involved).
>
>In the present case, without going so far as to be Bayesian, assuming
>a constant hazard lambda would lead to an upper confidence limit for
>lambda given that there had been no events within the observed
>intervals (e.g. as the largest value of lambda such that the probability
>of no events was not less than 0.05). You don't need survival-data
>techniques for this ...
>
>However, I certainly agree with the above to the extent that there
>is no information which would support an estimate of a non-constant
>hazard function.
>
>Best wishes,
>Ted.
>
>
>--------------------------------------------------------------------
>E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
>Fax-to-email: +44 (0)870 167 1972
>Date: 05-Nov-03 Time: 03:06:44
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-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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