Predictions from Proportional Hazards Model

Computes predictions for survival probability, cumulative hazard, or risk at specified time points for new data or existing data. Includes standard errors and confidence intervals.

Usage

# S3 method for class 'phreg'
predict(
  object,
  newdata,
  times = NULL,
  individual.time = FALSE,
  tminus = FALSE,
  se = TRUE,
  robust = FALSE,
  conf.type = "log",
  conf.int = 0.95,
  km = FALSE,
  ...
)

Arguments

object: Object of class "phreg".
newdata: Data frame for prediction. If NULL, predictions are made for the original data.
times: Time points for prediction. Defaults to all unique event times in the model.
individual.time: Logical; if TRUE, uses one time per subject (requires newdata and times to be same length).
tminus: Logical; if TRUE, predicts at \(t-\) (strictly before \(t\)).
se: Logical; if TRUE, computes standard errors and confidence intervals.
robust: Logical; if TRUE, uses robust standard errors (default for most functions).
conf.type: Transformation for survival estimates: "log" (default) or "plain".
conf.int: Confidence level (default 0.95).
km: Logical; if TRUE, uses Kaplan-Meier product-limit for baseline; otherwise uses exponential of cumulative baseline.
...: Additional arguments for plotting functions.

Value

An object of class "predictphreg" containing:

surr: Matrix of survival probabilities.
cumhaz: Matrix of cumulative hazards.
cif: Matrix of cumulative incidence functions (if applicable).
times: Vector of time points.
surv.upper, surv.lower: Confidence bounds for survival.
RR: Relative risks.

Author

Thomas Scheike