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baseline hazard in Splus

To: s-news@lists.biostat.wustl.edu
Subject: baseline hazard in Splus
From: Eric Wajnberg <wajnberg@sophia.inra.fr>
Date: Fri, 14 Mar 2008 13:06:18 +0100
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Dear all,

There is something I do not understand in fitting a cox regression model  in Splus.

Ok, I have a model fitted that way:

fit<-coxph(Surv(start,stop,event)~ "list of covariates")

I know I can collect back the y-coordinates of the cumulative baseline hazard function that way:

cumsum(coxph.detail(fit)$hazard)

(and I can collect back the corresponding x-coordinates with: coxph.detail(fit)$time)

What I do not understand is that we should also be able to collect this through an estimate of the baseline survivor function, S0(t). This function can be estimated that way:

S0t<-survfit(fit,list("here a list of values for the covariates corresponding to the baseline hazard"))$surv

Then, since by definition H(t)=-log(S(t)), I was sure that

-log(S0t) should exactly correspond the cumulative baseline hazard function, but this is not the case.

Can someone explain me where I'm wrong?

Thanks in advance for that.

Eric.

-- 
    ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~   
    Eric Wajnberg
    Chair of the ESF Scientific programme on
    Behavioural Ecology of Insect Parasitoids (BEPAR)
    Associated Professor at the UQAM
    (Universite du Quebec a Montréal)
    I.N.R.A.
    400 Route des Chappes, BP 167,
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    e-mail: wajnberg@sophia.inra.fr
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    Editor-in-Chief of BioControl, Published by Springer.

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