-------- Original Message --------
Subject: Re: How to obtain nonparametric baseline hazard estimates in the gamma 
frailty model?
Date: Mon, 04 Nov 2013 17:27:04 -0600
From: Terry Therneau <therneau.te...@mayo.edu>
To: Y <yuhan...@gmail.com>

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 <thern...@mayo.edu
<mailto:thern...@mayo.edu>> wrote:



    On 11/03/2013 05:00 AM, r-help-requ...@r-project.org
    <mailto:r-help-requ...@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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