[R] Problem comparing hazard ratios
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
> 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
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
West Hartford, CT
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