Ooops. I meant to drop that other message but hit the send icon instead.

On Aug 17, 2015, at 3:39 PM, Bert Gunter wrote:

> David:
> 
> I may have misunderstood you here, specifically:
> 
> "As such I would ask if you really wanted to use a parametric survival
> model in the first place? "

> 
> The K-M curve is , of course, a **non-parametric** fit, and that is
> why there can be no mean survival time unless the last point is a
> death.
> 
> If you use the sample data to estimate a **parametric** model, then,
> of course, you can estimate mean survival time (at any covariate
> value) as the mean of the predicted parameter estimates (e.g. through
> a link function).

Agree. I should have thought about that. I can post a clarification since this 
also mean my earlier comments about getting mean and median were off-target.

Best;
David.
> 
> I would certainly agree that the OP seems pretty confused about all
> this. And apologies if I have misunderstood.
> 
> Cheers,
> Bert
> 
> 
> Bert Gunter
> 
> "Data is not information. Information is not knowledge. And knowledge
> is certainly not wisdom."
>   -- Clifford Stoll
> 
> 
> On Mon, Aug 17, 2015 at 1:51 PM, David Winsemius <dwinsem...@comcast.net> 
> wrote:
>> 
>> On Aug 17, 2015, at 12:10 PM, survivalUser wrote:
>> 
>>> Dear All,
>>> 
>>> I would like to build a model, based on survival analysis on some data, that
>>> is able to predict the /*expected time until death*/ for a new data
>>> instance.
>> 
>> Are you sure you want to use life expectancy as the outcome? In order to 
>> establish a mathematical expectation  you need to have know the risk at all 
>> time in the future, which as pointed out in the print.survfit help page is 
>> undefined unless the last observation is a death. Very few datasets support 
>> such an estimate. If on the other hand you have sufficient events in the 
>> future, then you may be able to more readily justify an estimate of a median 
>> survival.
>> 
>> The print.survfit function does give choices of a "restricted mean survival" 
>> or time-to-median-survival as estimate options. See that function's help 
>> page.
>> 
>>> Data
>>> For each individual in the population I have the, for each unit of time, the
>>> status information and several continuous covariates for that particular
>>> time. The data is right censored since at the end of the time interval
>>> analyzed, instances could be still alive and die later.
>>> 
>>> Model
>>> I created the model using R and the survreg function:
>>> 
>>> lfit <- survreg(Surv(time, status) ~ X)
>>> 
>>> where:
>>> - time is the time vector
>>> - status is the status vector (0 alive, 1 death)
>>> - X is a bind of multiple vectors of covariates
>>> 
>>> Predict time to death
>>> Given a new individual with some covariates values, I would like to predict
>>> the estimated time to death. In other words, the number of time units for
>>> which the individual will be still alive till his death.
>>> 
>>> I think I can use this:
>>> 
>>> ptime <- predict(lfit, newdata=data.frame(X=NEWDATA), type='response')
>> 
>> I don't see type="response" as a documented option in the `?predict.survreg` 
>> help page. Were you suggesting that code on the basis of some tutorial?
>> 
>>> Is that correct? Am I going to get the expected-time-to-death that I would
>>> like to have?
>> 
>> Most people would be using `survfit` to construct survival estimates.
>> 
>>> 
>>> In theory, I could provide also the time information (the time when the
>>> individual has those covariates values), should I simply add that in the
>>> newdata:
>>> 
>>> ptime <- predict(lfit, newdata=data.frame(time=TIME, X=NEWDATA),
>>> type='response')
>>> 
>>> Is that correct?
>> 
>> This sounds like you are considering time-varying predictors. Adding them as 
>> a 'newdata' argument is most definitely not the correct method. As such I 
>> would ask if you really wanted to use a parametric survival model in the 
>> first place? The coxph function has facilities for time-varying covariates.
>> 
>> 
>>> Is this going to improve the prediction?
>> 
>> It would most likely severely complicate prediction. Survival estimates may 
>> be more problematic in that case on theoretical grounds.
>> 
>>> (for my data, the
>>> time already passed should be an important variable).
>>> 
>>> Any other suggestions or comments?
>>> 
>>> Thank you!
>>> 
>> 
>> R-help at r-project.org
>> 
>> The real Rhelp mailing list  ....   not the impostor Rhelp at Nabble
>> 
>> -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>> 
>> --
>> 
>> David Winsemius
>> Alameda, CA, USA
>> 
>> ______________________________________________
>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA

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