Hi,
I'm using a Cox-Regression to estimate hazard rates on prepayments.
I'm using the "pspline" function to face non-linearity, but I have no clue
how to interpret the result.
Unfortunately I did not find enough information on the "pspline" function
wether in the survival package nor using google..
I got following output:
* library(survival)*
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> *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION),
> data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~
> pspline(OPTION), data = FNMA)> > Option.test2> Call:> coxph(formula =
> Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), > data = FNMA)>
> coef se(coef) se2 Chisq DF
> p> pspline(OPTION), linear -0.1334 0.0131 0.0131 104.4325
> 1.00 <0.0000000000000002> pspline(OPTION), nonlin
> 1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19
> Newton-Raphson> Theta= 0.991 > Degrees of freedom for terms= 4 >
> Likelihood ratio test=2136 on 4.05 df, p=0 n= 3390429 > *
Thanks,
KS
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