[R] coxph

[Prof Brian Ripley]

On 1 Feb 2004, Peter Dalgaard wrote:

> Jim Clark <jimclark at duke.edu> writes:
> 
> [twice...]
> > Where are the estimates of the baseline hazard for coxph?
> 
> That's not an estimable quantity. However, estimates of the integrated
> hazard or the survival function can be obtained with basehaz(fit)
> resp. survfit(fit).

Not estimable?  Well, neither is the cumulative hazard/survival fnction 
then, as you only get estimates at the event times.

In both cases you need further assumptions on the hazard, which can be
smoothness or sum of delta functions or ....  

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595