Reputation: 21
I'm trying to figure out how to calculate some probabilities after running survival analysis using coxph
from the survival
package. I've read a bunch of posts but I can't seem to find one that answers this particular question.
I have a model like
coxph(Surv(time, event) ~ x1 + x2)
And I'm interested in computing the probability that an individual who has lived until time t
will die before time t+1
.
Is this possible? I think I just need to find the estimate of the hazard function at time t, but I'm wondering how to compute this. Thanks for any advice.
Upvotes: 0
Views: 985
Reputation: 210
Yes this can be done by the following code:
cox.fit<- coxph(Surv(df$time,df$Status)~X1+X2+X3+X4))
summary(cox.fit)
predicted_cox.fit<-survfit(cox.fit)
Exp_Beta<- predict(predicted_cox.fit,type='lp')
basehaz_cox<-basehaz(cox.fit)
Predicted_probability_at_t1 <- as.data.frame((exp(-basehaz_cox(t1))^(exp(Exp_Beta))
Upvotes: -1