[R] Problem comparing hazard ratios

[Ravi Varadhan]

Frank,

Is there an article that discusses this idea of bootstrapping the ranks of
the likelihood ratio chi-square 
Statistics to assess relative importance of predictors in time-to-event data
(specifically Cox PH model)? 

Thanks,
Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Frank E Harrell Jr
Sent: Tuesday, March 30, 2010 3:57 PM
To: Michal Figurski
Cc: r-help at r-project.org
Subject: Re: [R] Problem comparing hazard ratios

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

There are a lot of issues related to this that will require a good bit 
of study, both in survival analysis and in regression.  I would start 
with bootstrapping the ranks of the likelihood ratio chi-square 
statistics of the competing biomarkers.

Frank

-- 
Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University

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