Thanks a lot for your answer.


Martin Patenaude-Monette

MSc. Candidate
Département de biologie
Université du Québec à Montréal

2011/3/15 Terry Therneau <therneau@mayo.edu>

> --- included text --
> I have done model selection between candidate Cox models, using AICc
> calculated with penalized log likelihoods. Then model averaging was done
> to
> obtain model averaged parameter estimates. Is there a way to plot
> survival
> curve from the averaged model, by estimating baseline hazard and
> baseline survival?
>
> -- end inclusion ---
>
>  You can fit a Cox model with fixed coefficients.  Assume "fixbeta" are
> the coefficients from your model averaging, then do
>
>  ffit <- coxph(Surv(time, status) ~ x1 + x2 + ....  , data=mydata,
>        init=fixbeta, iter=0)
>  sfit <- survfit(fit)
>
> The standard errors in sfit are incorrect of course.  One could
> bootstrap the entire model creation process to get accurate values.
>
> Terry Therneau
>
>
>

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