[R] coxph reference hazard rate

[David Winsemius]

As has been answered several times on rhelp ... the baseline hazard is  
for a case with the "mean value". It's not a meaningful case with all  
factor variables. There can be no cases where fidelity>3 has a  
fractional value.  You should be using predict() and survfit() to  
display estimates for particular meaningful cases. You might want to  
use a different rhs formula as well because the one offered omits the  
main effects. Choosing ~bucket*factor(fidelity > 3) would include  
those terms.

-- 
David.


On May 1, 2012, at 8:37 PM, Georges Dupret wrote:

> 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
>
> --
> View this message in context: http://r.789695.n4.nabble.com/coxph-reference-hazard-rate-tp4602092.html
> Sent from the R help mailing list archive at Nabble.com.
>
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT