[R] Incorrect 'n' returned by survfit()
yongchuan
panyc at pacific.net.sg
Wed Oct 25 15:33:02 CEST 2006
I've a data set with 60000 rows of data representing 6000+ distinct loans. I did a coxph() regression on it (see call below), but a subsequent survfit() call on the coxph object is almost certainly wrong. It gives n=6 when it should be
more like 6000+ (I think)
> survfit(resultag)
Call: survfit.coxph(object = resultag)
n events median 0.95LCL 0.95UCL
6 489 Inf 2 Inf
When I reduced the dataset to just 1000 rows, the survfit()
call on the coxph object looks more correct.
> survfit(resulting)
Call: survfit.coxph(object = resulting)
n events median 0.95LCL 0.95UCL
115 15 Inf Inf Inf
Is there a limit to the size of the data set that I read in?
Or am I just doing something silly above?
Thanks much.
Yongchuan
(this is the coxph regression:
resultag <- coxph(Surv(Start,Stop,PrepayDate)~modBalance + closingCoupon+lienPosition +originalFICO,table)
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