R help - Sep 2012 - Extrapolating Cox predicted risk

Dear all

I generated predicted risk of death for each subject in the study by  
means of Cox proportional hazards model at 8 year of follow-up, a time  
point at which follow-up was more than 90% complete. It is possible to  
extrapolate to 10-year the predicted risk of each subjet  by assuming  
an exponential distribution?
Any help would be greatly appreciated.
Thanks for your consideration.



Mario Petretta
Dipartimento di Medicina Clinica Scienze Cardiovascolari e Immunologiche
Facolt? di Medicina e Chirurgia
Universit? di Napoli Federico II
081 - 7462233

On 09/26/2012 05:00 AM, r-help-request at r-project.org
wrote:
> I generated predicted risk of death for each subject in the study by
> means of Cox proportional hazards model at 8 year of follow-up, a time
> point at which follow-up was more than 90% complete. It is possible to
> extrapolate to 10-year the predicted risk of each subjet  by assuming
> an exponential distribution?
> Any help would be greatly appreciated.
> Thanks for your consideration.
>
The ability to extrapolate over long distances is exactly why industrial
reliability work
uses parametric models (weibull or log-normal, see survreg) instead of the Cox
model.

If any of your data goes out to 10 years, then the predictions for coxph will go
out that
far, just like they would for a Kaplan-Meier.  But, just like the KM, if there
are only a
handful of people out that far the extrapolated curve will be very noisy.

Terry Therneau