Hi Dr. Therneau,

Yes, -log(sfit$surv) gives me the cumulative hazard but not the baseline
cumulative hazard. I know that Nielsen and Klein have SAS Macros to get
such estimates by using EM approach. I'm wondering if I can obtain the
baseline hazard estimates from coxph() for gamma frailty model since I
think coxph() is a very powerful function. I feel there may be some way
that I don't know.

Thanks,
YH







On Mon, Nov 4, 2013 at 6:27 PM, Terry Therneau <therneau@mayo.edu> wrote:

> The cumulative hazard is just -log(sfit$surv).
> The hazard is essentially a density estimate, and that is much harder.
>  You'll notice that everyone does CDF curves for survival data (
> Kaplan-Meier = estimate of 1-CDF), but no one does histograms, which
> estimate a density.  That isn't because we wouldn't like density estimates.
>
> Terry T.
>
>
>
> On 11/04/2013 04:47 PM, Y wrote:
>
>> Hi Dr. Therneau,
>>
>> Thanks very much for your kind help! Does survfit() just give me the
>> survival curve? What
>> I wanted is the baseline hazard estimates, i.e., lambda_{0} (t). How can
>> I obtain this
>> estimate from coxph()? Or using basehaz()?
>>
>> Thanks,
>> YH
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> On Mon, Nov 4, 2013 at 5:29 PM, Terry Therneau <therneau@mayo.edu
>> <mailto:therneau@mayo.edu>> wrote:
>>
>>
>>
>>     On 11/03/2013 05:00 AM, r-help-request@r-project.org
>>     <mailto:r-help-request@r-project.org> wrote:
>>
>>         I can easily get the other parameter estimates by using coxph()
>> but don't
>>         know how to get the baseline hazard estimates from it. Does
>> anyone know how
>>         to obtain nonparametric baseline hazard estimates in the gamma
>> frailty
>>         model?
>>
>>         Thanks,
>>         YH
>>
>>
>>     I don't see what the problem is.
>>
>>     fit1 <- coxph(Surv(time, status) ~ age + ph.ecog + frailty(inst),
>> data=lung)
>>     sfit <- survfit(fit1)
>>     plot(sfit)
>>
>>
>>     Please give an actual example of the problem.
>>
>>     Terry Therneau
>>
>>
>>

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