[R] How to obtain nonparametric baseline hazard estimates in the gamma frailty model?

Terry Therneau therneau at mayo.edu
Tue Nov 5 15:02:31 CET 2013

I have responded to this particular misconception so often I begin to grow grumpy about it 
(not the particular fault of YH).  The cumulative hazard function from
	fit <- coxph( some model)
         sfit <- survfit(fit, newdata=  set of covariate values)

gives the survival curve and cumulative hazard for that particular set of covariate values.

There is nothing special about a "baseline hazard".  Any cumulative hazard is for some 
particular set of covariate values, including "all values =0" which is what most textbooks 
refer to as the baseline.  The survfit routine will by default return one centered at the 
means of the predictor variables, simply because there is less round off error if one 
stays near the center.  Any baseline is as good as any other.

   cum haz at covariate values "z" = cumulative haz for values "x" * exp(beta * (z-x))

Note that for a random effect, the survfit routine uses 0 as the centering value.

Terry Therneau

On 11/05/2013 05:00 AM, r-help-request at r-project.org wrote:
> Hi Dr. Therneau,
> Yes, -log(sfit$surv) gives me the cumulative hazard but not the baseline
> cumulative hazard. I know that Nielsen and Klein have SAS Macros to get
> such estimates by using EM approach. I'm wondering if I can obtain the
> baseline hazard estimates from coxph() for gamma frailty model since I
> think coxph() is a very powerful function. I feel there may be some way
> that I don't know.
> Thanks,
> YH

More information about the R-help mailing list