Terry Therneau
2008-Aug-11 13:24 UTC
[R] predicted survival curves from a Cox time dep model
Calculating predicted survival curves in the case of a time dependent variable is a thorny problem; not computationally but conceptually. It is not always clear exactly what you WANT to plot. My book has a whole section on the subject, which is only to say that it is too long a subject to summarize in an email response. Also see Simon and Makuch, Statistics in Medicine 3:35-44, 1984 Klein, Keiding and Copelan, Statistics in Medicine 13:2315-2332, 1994 which shows that the debate is an old one. There are many other good papers which I haven't listed. Issue 2: the cluster() directive confuses the survfit function. This is a bug. I will address it. Terry Therneau