[R] coxph reference hazard rate
Georges Dupret
georges.dupret at yahoo.fr
Wed May 2 02:37:37 CEST 2012
Hi,
In the following results I interpret exp(coef) as the factor that multiplies
the base hazard rate if the corresponding variable is TRUE. For example,
when the bucket is ks008 and fidelity <= 3, then the rate, compared to the
base rate h_0(t), is h(t) = 0.200 h_0(t). My question is then, to what case
does the base hazard rate correspond to? I would expect the reference to be
the first factor value, i.e. bucket jpc001 with fidelity <= 3, but its
exp(coef) is not one. I verified the contrasts, and the row corresponding to
the first factor value is zero everywhere; moreover, I didn't change the
default, so a bad setting of the contrasts doesn't seem to be the issue.
Best,
ge
Call:
coxph(formula = Surv(time, event = (censored ==
FALSE)) ~ bucket:factor(fidelity > 3), data = week.15)
coef exp(coef) se(coef) z p
bucketjpc001:factor(fidelity > 3)FALSE -1.606 0.201 0.00624 -257.5 0
bucketks006:factor(fidelity > 3)FALSE -1.613 0.199 0.00627 -257.5 0
bucketks007:factor(fidelity > 3)FALSE -1.620 0.198 0.00626 -258.8 0
bucketks008:factor(fidelity > 3)FALSE -1.611 0.200 0.00625 -257.6 0
bucketks009:factor(fidelity > 3)FALSE -1.620 0.198 0.00626 -258.9 0
bucketks010:factor(fidelity > 3)FALSE -1.619 0.198 0.00626 -258.6 0
bucketjpc001:factor(fidelity > 3)TRUE -0.156 0.856 0.00596 -26.2 0
bucketks006:factor(fidelity > 3)TRUE -0.171 0.842 0.00600 -28.6 0
bucketks007:factor(fidelity > 3)TRUE -0.168 0.845 0.00602 -28.0 0
bucketks008:factor(fidelity > 3)TRUE -0.167 0.846 0.00600 -27.8 0
bucketks009:factor(fidelity > 3)TRUE -0.170 0.844 0.00599 -28.4 0
bucketks010:factor(fidelity > 3)TRUE NA NA 0.00000 NA NA
Likelihood ratio test=294562 on 11 df, p=0 n= 1173838, number of events=
629383
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