Thanks a lot for your answer.
Martin Patenaude-Monette
MSc. Candidate
Département de biologie
Université du Québec à Montréal
2011/3/15 Terry Therneau <thern...@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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