Re: baseline hazard in Splus

[Terry Therneau <therneau@mayo.edu>]

 The question was why coxph.detail(fit) and survfit(fit) give different answers 
for a fitted Cox model.  The answer is that they do give the same answers for 
me.
 

> fit <- coxph(Surv(time, status) ~ ph.ecog + wt.loss, lung)

> dt <- coxph.detail(fit)
> sfit <- survfit(fit)

> h1 <- cumsum(dt$hazard)
> h2 <- -log(sfit$surv)

> all.equal(h1, h2)
  T  
> fit$mean
[1] 0.9342723 9.7276995

  Now, my guess as to what may have gone wrong for you: the coxph.detail 
function returns the baseline hazard for a fiction subject with covariates = 
mean of the data set.  It has no other option.
  The survfit function, however, will give the baseline hazard for an arbitrary 
setting of the covariates, for instance
        survfit(fit, newdata=data.frame(ph.ecog=1, wt.loss=20)
to get the survival for a subject with physician's ECOG score of 1 and a 20 lb 
weight loss.  If no values are given it defaults to the mean.

  I think you compared a "mean" patient (rarely a reasonable value) in 
coxph.detail to a more realistic set of covariate values from survfit.  One 
would not expect the same baseline survival.
  
        Terry Therneau
        


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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.

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