[R] Cox Regression : Spline Coefficient Interpretation?

[Kevin E. Thorpe]

Your output is mangled beyond interpretation.

However, when it comes to interpreting splines in general, you cannot 
easily convert the individual beta coefficients into, say HR by 
exponenitating them. The collection of beta coefficients describe the 
relationship between the continuous variable and the outcome.

Consider a simple case. Suppose you fit a model with x and x^2. You 
cannot really interpret the x^2 coefficient in isolation from the x 
coefficient. It is the same with splines only worse.

Graphical displays of the spline are often more informative.

Kevin

On 11/01/2017 04:12 PM, Kosta S. wrote:
> Hi,
> 
> I'm using a Cox-Regression to estimate hazard rates on prepayments.
> 
> I'm using the "pspline" function to face non-linearity, but I have no clue
> how to interpret the result.
> Unfortunately I did not find enough information on the "pspline" function
> wether in the survival package nor using google..
> 
> I got following output:
> 
> * library(survival)*
> 
> 
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>> *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION),
>> data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~
>> pspline(OPTION),     data = FNMA)> > Option.test2> Call:> coxph(formula =
>> Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), >     data = FNMA)>
>>                           coef  se(coef)       se2     Chisq   DF
>>          p> pspline(OPTION), linear   -0.1334    0.0131    0.0131  104.4325
>> 1.00 <0.0000000000000002> pspline(OPTION), nonlin
>>      1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19
>> Newton-Raphson>      Theta= 0.991 > Degrees of freedom for terms= 4 >
>> Likelihood ratio test=2136  on 4.05 df, p=0  n= 3390429 >  *
> 
> 
> Thanks,
> 
> KS
> 


-- 
Kevin E. Thorpe
Head of Biostatistics,  Applied Health Research Centre (AHRC)
Li Ka Shing Knowledge Institute of St. Michael's Hospital
Assistant Professor, Dalla Lana School of Public Health
University of Toronto
email: kevin.thorpe at utoronto.ca  Tel: 416.864.5776  Fax: 416.864.3016