Hi, I am computing the Nelson-Aalen (NA) estimate of baseline cumulative hazard in two different ways using the "survival" package. I am expecting that they should be identical. However, they are not. Their difference is a monotonically increasing with time. This difference is probably not large to make any impact in the application, but is annoyingly non-trivial for me to just ignore it.
This is a competing risks problem, with the Green & Byar (1980) data set (the STATA data set is attached). Can anyone explain to me the reason for the discrepancy? require(foreign) gb <- read.dta("GB.dta") # Green & Byar data; N = 483 # Method 1 fit1 <- coxph( Surv(time, status=="Cancer" | status=="CVD" | status=="Other") ~ 1, data=gb) h1 <- basehaz(fit1) # Method 2 fit2 <- survfit(Surv(time, status=="Cancer" | status=="CVD" | status=="Other") ~ 1, data=gb) jump <- fit2$n.event > 0 h2 <- cumsum(fit2$n.event[jump]/fit2$n.risk[jump]) plot(h1$time, h1$hazard - h2) Thank you, Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu
______________________________________________ R-help@r-project.org mailing list 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.