[R] Survfit with a coxph object

[Frank E Harrell Jr]

sj wrote:
> I am fitting a coxph model on a large dataset (approx 100,000 patients), and
> then trying to estimate the survival curves for several new patients based
> on the coxph object using survfit.  When I run coxph I get the coxph object
> back fairly quickly however when I try to run survfit  it does not come
> back. I  am wondering if their is a more efficient way to get predicted
> survival curves from a coxph object.predict.coxph does not seem to generate
> survival curves.
> 
> here is some sample code that mirrors what I am trying to do with my
> dataset, I get results using this code but it still takes a long time, my
> dataset includes quite a few more covariates, so any suggestions on speeding
> this up would be greatly appreciated.
> 
> 
> library(survival)
> ### generate sample data
> time <- rexp(100000,(1/180))
> ag <- rnorm(100000,38,12)
> sx <- sample(x=c(0,1),100000,replace=TRUE)
> ac <- factor(sample(x=c(1,2,3,4,5),100000,replace=TRUE),levels=c(1:5))
> ev <- sample(x=c(0,1),100000,replace=TRUE)
> c1 <- as.data.frame(cbind(ag,sx,ac))

cl <- data.frame(ag, sex, ac)

> 
> #generate newdata
> ts <- as.data.frame
> (cbind(ag[23:24],sx[1000:1001],factor(ac[9000:9001],levels=c(1:5))))
> colnames(ts) <- c("ag","sx","ac")
> 
> 
> cph <- coxph(Surv(time,ev)~ ag+sx+ac,data=c1)

Don't need data= since everything is already available.

> 
> survfit(cph,newdata=ts,individual=F)

The delay is probably due to computations of confidence limits.  If you 
don't need them or don't mind using approximate confidence limits you 
can get very quick estimates using

library(Design)
f <- cph(Surv(time,ev) ~ ..., surv=TRUE)   # do ?cph
survplot(f, ...)  # do ?survplot
survest(f, ...)   # do ?survest
survfit(f, ...)   # do ?survfit

Or create a nomogram that gives users almost instant computations of 
survival probabilities at selected times without using a computer. 
There are examples of this in my book Regression Modeling Strategies. 
Do ?nomogram which has an example of drawing a nomogram that shows 
median, 3-month, and 6-month survival estimates from a parametric 
survival model fit, which you can also do with the Cox model using cph 
(a wrapper for coxph).

Frank Harrell

> 
> 
> 
> thanks,
> 
> Spencer
> 

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University