[R] Centring variables in Cox Proportional Hazards Model
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Thu Mar 26 13:15:27 CET 2009
Laura Bonnett wrote:
> Dear All,
> I am contemplating centering the covariates in my Cox model to reduce
> multicollinearity between the predictors and the interaction term and
> to render a more meaningful interpretation of the regression
> coefficient. Suppose I have two indicator variables, x1 and x2 which
> represent age categories (x1 is patients less than 16 while x2 is for
> patients older than 65). If I use the following Cox model, is there
> anyway I can centre the variables? Do I have to do it before I fit
> them into the model and if so, how?
> Thank you,
There is no need to center the variables. Also, you are going to find
a huge lack of fit for the shape of the age effect you are using, as
opposed to using a smooth function in continuous age.
Your notation is treating x1 and x2 as functions of data frame which is
strange. With data=partial you would ordinarily just have something
like x1+x2 in the model.
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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