| Library: | hazreg |
| See also: | hazdat hazregll hazbeta hazsurv |
| Quantlet: | hazcoxb | |
| Description: | calculates the baseline hazard and survival function, using the maximum likelihood estimate of the regression parameter beta obatined through hazbeta. |
| Usage: | {bcumhaz, bsurv} = hazcoxb(data) | |
| Input: | ||
| data | n x (p+4) matrix, column 1: the sorted observed survival time t, column 2: the cosorted censoring indicator delta, column 3: labels l, column 4: number of ties at time t[i], cosorted, columns 5 to p+4: the cosorted covariate matrix z. | |
| Output: | ||
| bcumhaz | n x 2 matrix, column 1: the sorted observed survival time t, column 2: estimated cumulative baseline hazard function at the points of t. | |
| bsurv | n x 2 matrix, column 1: the sorted observed survival time t, column 2: estimated baseline survival function at the points of t. | |
library("hazreg")
n = 20
p = 2
beta = 1|2 ; regression parameter
z = 1 + uniform(n,p) ; covariates
y = -log(1-uniform(n)) ; exponential survival
y = y./exp(z*beta) ; covariate effects
c = 4*uniform(n) ; uniform censoring
t = min(y~c,2) ; censored time
delta =(y<=c) ; censoring indicator
{data,ties} = hazdat(t,delta, z) ; preparing data
{bcumhaz,bsurv} = hazcoxb(data)
; estimation of the
; baseline hazard and
; survival functions
The baseline hazard and survival functions are estimated.