[R] Prediction in Cox Proportional-Hazard Regression

[Giuseppe.Palermo@bo.infn.it]

He,
I used the "coxph" function, with four covariates.

Let's say something like that

> model.1 <- coxph(Surv(Time,Event)~X1+X2+X3+X4,data=DATA)

So I obtain the 4 coefficients B1,B2,B3,B4 such that

h(t) = h0(t) exp(B1*X1+ B2*X2 + B3*X3 + B4*X4).

When I use the function on the same data

> predict.coxph(model.1,type="lp")

how it works in making the prediction?
I mean which is the formula, given the data-point P1=[X1(1),X2(1),X3(1),X4(1)],
that the function "predict.coxph" use to make the prediction of P1.

I really hope that someone will reply to my question.

Best regards to all
Giuseppe