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2011 Dec 19
1
Calculating the probability of an event at time "t" from a Cox model fit
...d of censoring x1 = rnorm(n,0) x2 = rnorm(n,0) # true event time T = rweibull(n, shape=1, scale=lambdaT*exp(-beta1*x1-beta2*x2)) C = rweibull(n, shape=1, scale=lambdaC) #censoring time time = pmin(T,C) #observed time is min of censored and true event = time==T # set to 1 if event is observed dataphr=data.frame(time,event,x1,x2) library(survival) fit_coxph <- coxph(Surv(time, event)~ x1 + x2 , method="breslow") library(peperr) predictProb.coxph(fit_coxph, Surv(dataphr$time, dataphr$event), dataphr, 0.003) # Using predictProb.coxph function, probability of event at time (t) is es...