Michael,

You are looking to compute an estimated time to death -- rather than the
odds of death conditional upon time.  Thus, you will want to use "time to
death" as your dependent variable rather than a dichotomous outcome (
0=alive, 1=death).   You can accomplish this with a straight forward
regression analysis.

Best,

Jim

On Thu, Nov 11, 2010 at 3:44 AM, Michael Haenlein <haenlein@escpeurope.eu>wrote:

> Dear all,
>
> I'm struggling with predicting "expected time until death" for a coxph and
> survreg model.
>
> I have two datasets. Dataset 1 includes a certain number of people for
> which
> I know a vector of covariates (age, gender, etc.) and their event times
> (i.e., I know whether they have died and when if death occurred prior to
> the
> end of the observation period). Dataset 2 includes another set of people
> for
> which I only have the covariate vector. I would like to use Dataset 1 to
> calibrate either a coxph or survreg model and then use this model to
> determine an "expected time until death" for the individuals in Dataset 2.
> For example, I would like to know when a person in Dataset 2 will die,
> given
> his/ her age and gender.
>
> I checked predict.coxph and predict.survreg as well as the document "A
> Package for Survival Analysis in S" written by Terry M. Therneau but I have
> to admit that I'm a bit lost here.
>
> Could anyone give me some advice on how this could be done?
>
> Thanks very much in advance,
>
> Michael
>
>
>
> Michael Haenlein
> Professor of Marketing
> ESCP Europe
> Paris, France
>
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>
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