[R] Is the output of survfit.coxph survival or baseline survival?

[Thomas Lumley]

On Sat, Oct 1, 2011 at 2:31 PM, koshihaku <koshihaku at gmail.com> wrote:
> Dear all,
> I am confused with the output of survfit.coxph.
> Someone said that the survival given by summary(survfit.coxph) is the
> baseline survival S_0, but some said that is the survival S=S_0^exp{beta*x}.
>
> Which one is correct?

The baseline hazard as estimated in survfit.coxph is the hazard when
all covariates are equal to the sample mean (or the stratum mean for a
stratified model).   The means that it is using are available in the
$means component of the coxph object.   It is not the hazard
extrapolated to all covariates equal zero.

The centering at the sample mean is done for three reasons
1/ it's computationally convenient
2/ it's numerically more stable
3/ it makes the baseline hazard more interpretable, since at least it
is the hazard for a set of covariate values somewhere in the interior
of your data.

   -thomas

-- 
Thomas Lumley
Professor of Biostatistics
University of Auckland