[R] time dependent hazard ratios

[David Winsemius]

On Apr 18, 2011, at 4:09 PM, array chip wrote:

> Sorry this is a re-post. I posted it last night, haven't heard from  
> anyone, hope
> this moves the thread up a little and anyone can comment?

My observation is that coefficients of 19 in Cox (or other exponential  
models)  models generally indicate numerical difficulties rather than  
correct estimates.

-- 
David.
>
> Thanks!
>
> John
>
>
>
> ----- Forwarded Message ----
> From: array chip <arrayprofile at yahoo.com>
> To: r-help at r-project.org
> Sent: Sun, April 17, 2011 11:33:32 PM
> Subject: time dependent hazard ratios
>
>
> Hi, I am new to time-dependent Cox model to estimate time dependent  
> hazard
> ratios. Let me use aml dataset from survival package as an example:
>
>> aml3<-survSplit(aml,cut=c(5,10,20),end="time",start="start",
>     event="status",episode="i")
>
> This will generate the new data frame based on the time cut points  
> 5, 10 and 20
> and produce a indicator variable "i" that indicates the time  
> interval membership
> for each observation.
>
> If I want to esimate hazard ratio of variable "x" (Nonmaintained vs  
> Maintained)
> for each of the time intervals 0-5, 5-10, 10-20 and >=20, would the  
> following
> calculate such HRs?
>
>> coxph(Surv(start,time,status)~x*as.factor(i),data=aml3)
> Call:
> coxph(formula = Surv(start, time, status) ~ x * as.factor(i),
>    data = aml3)
>
>
>                              coef exp(coef)  se(coef)        z  p
> xNonmaintained                19.2  2.10e+08    10461  0.00183  1
> as.factor(i)1                   NA        NA        0       NA NA
> as.factor(i)2                   NA        NA        0       NA NA
> as.factor(i)3                   NA        NA         0       NA NA
> xNonmaintained:as.factor(i)1 -18.3  1.17e-08    10461 -0.00175  1
> xNonmaintained:as.factor(i)2 -19.6  3.18e-09    10461 -0.00187  1
> xNonmaintained:as.factor(i)3 -18.0  1.46e-08    10461 -0.00172  1
>
> So my understanding is that:
> for time interval 0-5, HR=exp(19.2)=2.1e+08
> for time interval 5-10, HR=exp(19.2-18.3)=2.46
> for time interval 10-20, HR=exp(19.2-19.6)=0.67
> for time interval >=20, HR=exp(19.2-18.0)=3.32
>
> Am I correct on estimating these time dependent HRs?
>
> Thanks
>
> John
>
> 	[[alternative HTML version deleted]]
>
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David Winsemius, MD
West Hartford, CT