[R] probabilities from survfit.coxph

Therneau, Terry M., Ph.D. therneau at mayo.edu
Thu Jun 24 20:29:14 CEST 2010


> In the example below (or for a censored data) using survfit.coxph, can
> anyone point me to a link or a pdf as to how the probabilities
appearing in
> bold under "summary(pred$surv)" are calculated? 

These are predicted probabilities that a subject who is age 60 will
still be alive.  How this is done takes up a chapter in my book -- there
is not a simple 1-2 page pdf summary that I know of.  Other advanced
textbooks on survival cover the topic also.

Terry Therneau



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