[R] Problem comparing hazard ratios

David Winsemius dwinsemius at comcast.net
Tue Mar 30 21:58:30 CEST 2010

On Mar 30, 2010, at 3:45 PM, Michal Figurski wrote:

> Dear R-Helpers,
> I am a novice in survival analysis. I have the following code:
> for (i in 3:12) print(coxph(Surv(time, status)~a[,i], data=a))
> I used it to fit the Cox Proportional Hazard models separately for  
> every available parameter (columns 3:12) in my data set - with  
> intention to compare the Hazard Ratios.

Of dubious statistical validity at least for modest sample sizes. You  
should try that method with randomly generated data and see what you  

> However, some of my variables are in range 0.1 to 1.6, others in  
> range 5000 to 9000. How do I compare HRs between such variables?
> I have rescaled all the variables to be in 0 to 1 range - is this  
> the proper way to go?

Seems doubtful. Scaling by the range will let the outliers dominate  
the scaling.

> Is there a way to somehow calculate the same HRs (as for rescaled  
> parameters) from the HRs for original parameters?

You could do a lot better by following Frank Harrell's example and use  
the difference between the 25th and 75th percentiles as a common  
scaling strategy. His anova function  provides this as the default.  
You are then comparing cases at the boundaries of the upper end of the  
lowest quartile with those at the lower end of the upper quartile. No  
assumptions of normality need be made and you are much less subject to  
the erratic  sampling properties of the zeroth and 100th percentiles.

David Winsemius, MD

> Many thanks in advance.
> -- 
> Michal J. Figurski, PhD
> HUP, Pathology & Laboratory Medicine
> Biomarker Research Laboratory
> 3400 Spruce St. 7 Maloney
> Philadelphia, PA 19104
> tel. (215) 662-3413
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> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT

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