-------- 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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