[R] predict.coxph fitted values for failure times

[Thomas Lumley]

On Wed, 22 Jun 2005, Dan Bebber wrote:

> I would like to extract predicted failure times from a
> coxph model in library(survival). However, none of the
> prediction options ("lp", "risk", "expected", "terms")
> seem to bear any relationship to failure time.
>
> Perhaps I am asking the wrong question, but can coxph
> provide predicted failure times?
>

It's tricky, because it depends what you mean by "predicted". It's 
typically impossible to estimate the mean survival time for given 
covariates when there is censoring.  You can use survfit() on your Cox 
model to get predicted survival curves.

 	-thomas