[R] predict.coxph and predict.survreg

David Winsemius dwinsemius at comcast.net
Thu Nov 11 16:53:09 CET 2010

On Nov 11, 2010, at 3:44 AM, Michael Haenlein wrote:

> Dear all,
> I'm struggling with predicting "expected time until death" for a  
> coxph and
> survreg model.
> I have two datasets. Dataset 1 includes a certain number of people  
> for which
> I know a vector of covariates (age, gender, etc.) and their event  
> times
> (i.e., I know whether they have died and when if death occurred  
> prior to the
> end of the observation period). Dataset 2 includes another set of  
> people for
> which I only have the covariate vector. I would like to use Dataset  
> 1 to
> calibrate either a coxph or survreg model and then use this model to
> determine an "expected time until death" for the individuals in  
> Dataset 2.
> For example, I would like to know when a person in Dataset 2 will  
> die, given
> his/ her age and gender.
> I checked predict.coxph and predict.survreg as well as the document "A
> Package for Survival Analysis in S" written by Terry M. Therneau but  
> I have
> to admit that I'm a bit lost here.

The first step would be creating a Surv-object, followed by running a  
regression that created a coxph-object,  using dataset1 as input. So  
you should be looking at:


There are worked examples in the help pages. You would then run  
predict() on the coxph fit with "dataset2" as the newdata argument.  
The default output is the linear predictor for the log-hazard relative  
to a mean survival estimate but other sorts of estimates are possible.  
The survfit function provides survival curve suitable for plotting.

(You may want to inquire at a local medical school to find  
statisticians who have experience with this approach. This is ordinary  
biostatistics these days.)


> Could anyone give me some advice on how this could be done?
> Thanks very much in advance,
> Michael
> Michael Haenlein
> Professor of Marketing
> ESCP Europe
> Paris, France

David Winsemius, MD
West Hartford, CT

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