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2005 Jun 10
1
Estimate of baseline hazard in survival
...the baseline hazard, h_o(t_i), for
each event time or observation time.
Now survfit(fit)$surv gives me the value of the survival function,
S(t_i|X_i,B), using mean values of the covariates and the coxph() object
provides me with the estimate of the linear predictors, exp(X'B).
If S(t_i|X_i,B)=S_o(t_i)^exp(X_iB) is the expression for the survival
function
And
-ln(S_o(t_i) ) is the expression for the cumulative baseline hazard
function, H_o(t_i)
Then by rearranging the expression for the survival function I get the
following:
-ln(S_o(t_i) ) = -ln( S(t_i|X_i,B) ) / exp(X_iB)...