[R] calculating martingale residual on new data using "predict.coxph"

[David Winsemius]

On Nov 19, 2010, at 12:32 PM, Shi, Tao wrote:

> Hi list,
>
> I was trying to use "predict.coxph" to calculate martingale  
> residuals on a test
> data, however, as pointed out before

What about resid(fit) ?  It's my reading of Therneau & Gramsch [and of  
help(coxph.object) ] that they consider those martingale residuals.

>
> http://tolstoy.newcastle.edu.au/R/e4/help/08/06/13508.html
>
> predict(mycox1, newdata, type="expected") is not implemented yet.   
> Dieter
> suggested to use 'cph' and 'predict.Design', but from my reading so  
> far, I'm not
> sure they can do that.
>
> Do you other ways to calculate martingale residuals on a new data?
>
> Thank you very much!
>
> ...Tao


David Winsemius, MD
West Hartford, CT