[R] Cox Regression : Spline Coefficient Interpretation?

[Kosta S.]

Hi,

I'm using a Cox-Regression to estimate hazard rates on prepayments.

I'm using the "pspline" function to face non-linearity, but I have no clue
how to interpret the result.
Unfortunately I did not find enough information on the "pspline" function
wether in the survival package nor using google..

I got following output:

* library(survival)*


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> *> Option.test2<-coxph(Surv(START,STOP,ZEROBAL==1)~pspline(OPTION),
> data=FNMA)coxph(formula = Surv(START, STOP, ZEROBAL == 1) ~
> pspline(OPTION),     data = FNMA)> > Option.test2> Call:> coxph(formula =
> Surv(START, STOP, ZEROBAL == 1) ~ pspline(OPTION), >     data = FNMA)>
>                          coef  se(coef)       se2     Chisq   DF
>         p> pspline(OPTION), linear   -0.1334    0.0131    0.0131  104.4325
> 1.00 <0.0000000000000002> pspline(OPTION), nonlin
>     1747.1295 3.05 <0.0000000000000002> Iterations: 8 outer, 19
> Newton-Raphson>      Theta= 0.991 > Degrees of freedom for terms= 4 >
> Likelihood ratio test=2136  on 4.05 df, p=0  n= 3390429 >  *


Thanks,

KS

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