[R] Function comparable to cutpt.coxph from "Survival Analysis using S"

[Frank Harrell]

It is very uncommon for the assumptions underlying this method to be
satisfied.  These assumptions include (1) the relationship between X and log
relative hazard is discontinuous at X=c and only X=c; (2) c is correctly
found as the cutpoint; (3) X vs log hazard is flat to the left of c; (4) X
vs log hazard is flat to the right of c; (5) the 'optimal' cutpoint does not
depend on the values of other predictors.

These relationships rarely occur in nature unless X=time.  Failure to have
these assumptions satisfied will result in (1) great error in estimating c
(because c doesn't exist); (2) low predictive accuracy; (3) serious lack of
fit; (4) residual confounding; and (5) overestimation of effects of
remaining variables.

This non-existence of cutpoints is why in medical research no two
investigators seem to find the same cutpoint for the same predictor in
different datasets.

Frank


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Frank Harrell
Department of Biostatistics, Vanderbilt University
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