On Sep 30, 2011, at 9:31 PM, koshihaku wrote:
Dear all,
I am confused with the output of survfit.coxph.
Someone said that the survival given by summary(survfit.coxph) is the
baseline survival S_0, but some said that is the survival
S=S_0^exp{beta*x}.
Which one is correct?
It may depend on who _some_ and _someone_ mean by S_0 and who they
are. I have in the past posted erroneous answers, but the name on
which to search the archives is 'Terry Therneau'. My current
understanding is that the survival S_0 is the estimated survival for a
hypothetical subject whose continuous and discrete covariates are all
at their means. (But I have been wrong before.) Here is some of what
Therneau has said about it:
http://finzi.psych.upenn.edu/Rhelp10/2010-October/257941.html
http://finzi.psych.upenn.edu/Rhelp10/2009-March/190341.html
http://finzi.psych.upenn.edu/Rhelp10/2009-February/189768.html
By the way, if I use "newdata=" in the survfit, does that mean the
survival
is estimated by the value of covariates in the new data frame?
In one sense yes, but in another sense, no. If you have a cox fit and
you supply newdata, the beta estimates and the baseline survival come
from in the original data. If you just give it a formula, then there
is no newdata argument, only a data argument.
Try this:
fit <- coxph( Surv(futime, fustat)~rx, data=ovarian)
plot( survfit(fit, newdata=data.frame(rx=1) ) )
plot( survfit( Surv(futime, fustat)~rx, data=ovarian) )
Then flipping back and forth between those curves might clarify, at
least to the extent that I understand this question.
And here's a pathological extrapolation:
plot(survfit(fit, newdata=data.frame(rx=1:3)))
# There is no rx=3 in the original data but it wasn't defined as a
factor when given to coxph.
# Just checked to see if you could extrapolate past the end of a range
of factors and very sensibly you cannot.
> fit <- coxph( Surv(futime, fustat)~factor(rx), data=ovarian)
> plot(survfit(fit, newdata=data.frame(rx=1:3)))
Error in model.frame.default(data = data.frame(rx = 1:3), formula =
~factor(rx), :
factor 'factor(rx)' has new level(s) 3
--
David.
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