R help - Mar 2012 - how to calculate predicted probability of Cox model

Dear List,


Because Cox proportional hazards model didn't give the baseline hazard
function, how to calculate the predictive probability for each test sample at a
special time point,such as 5-year or 10-year ?
In survival package,  predict.coxph() function gives three different type of
predicted value, for the type of "expected", Does it mean the expected
number of events for a special sample during the total follow-up time?
What's the relationship between this value and  predicted probability?


 		 	   		  
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-- begin included message ---
Because Cox proportional hazards model didn't give the baseline hazard 
function, how to calculate the predictive probability for each test 
sample at a special time point,such as 5-year or 10-year ?
In survival package,  predict.coxph() function gives three different 
type of predicted value, for the type of "expected", Does it mean the 
expected number of events for a special sample during the total 
follow-up time? What's the relationship between this value and  
predicted probability?
-- end inclusion ---

The default printout for coxph does not include the baseline hazard (too 
lengthy), but it is lurking behind the scenes.

Yes, the type "expected" is the expected number of events (= value of 
the cumulative hazard) for a given set of covariates at a particular 
time.  Prob(event by time t) = exp(- cumulative hazard at time t).
To get a prediction of type = expected you data set has to have both 
covariate AND survival time values for each subject.

Terry T.