Dear All,
I am in some difficulty with predicting 'expected time of survival' for each
observation for a glmnet cox family with LASSO.
I have two dataset 50000 * 450 (obs * Var) and 8000 * 450 (obs * var), I
considered first one as train and second one as test.
I got the predict output and I am bit lost here,
pre <- predict(fit,type="response", newx =selectedVar[1:20,])
s0
1 0.9454985
2 0.6684135
3 0.5941740
4 0.5241938
5 0.5376783
This is the output I am getting - I understood with type "response" gives
the fitted relative-risk for "cox" family.
I would like to know how I can convert it or change the fitted relative-risk
to 'expected time of survival' ?
Any help would be great, thanks for all your time and effort.
Sincerely,
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