[R] Projecting Survival Curve into the Future

[Prof Brian Ripley]

On Thu, 4 Sep 2008, Richard.Cotton at hsl.gov.uk wrote:

>> I have a survivor curve that shows account cancellations during the
>> past 3.5 months. Â Fortunately for our business, but unfortunately
>> for my analysis, the survivor curve doesn't yet pass through 50%.
>> Â Is there a safe way to extend the survivor curve and estimate at
>> what time we'll hit 50%?
>
> Without any example code it's hard to say, but take a look at
> ?predict.coxph and ?predict.survreg in the survival package.

You will not be able to do this with coxph: there will be no events to 
estimate the baseline hazard from.

Whether using a parametric accelerated life model (survreg) is 'safe' 
depends on what you are prepared to assume.  I'd say it was pretty dubious 
unless you have theoretical reasons to suppose that e.g. an exponential is 
a good approximation and it fits the data you do have.

> Regards,
> Richie.

-- 
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)
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