R: Predictions for a Cox model

predict.coxph {survival}

R Documentation

Predictions for a Cox model

Description

Compute fitted values and regression terms for a model fitted by coxph

Usage

## S3 method for class 'coxph':
predict(object, newdata,
type=c("lp", "risk", "expected", "terms"),
se.fit=FALSE, terms=names(object$assign), collapse,
safe=FALSE, ...)

Arguments

`object`	the results of a coxph fit.
`newdata`	Optional new data at which to do predictions. If absent predictions are for the data frame used in the original fit.
`type`	the type of predicted value. Choices are the linear predictor (`"lp"`), the risk score exp(lp) (`"risk"`), the expected number of events given the covariates and follow-up time (`"expected"`), and the terms of the linear predictor (`"terms"`).
`se.fit`	if TRUE, pointwise standard errors are produced for the predictions.
`terms`	if type="terms", this argument can be used to specify which terms should be included; the default is all.
`collapse`	optional vector of subject identifiers. If specified, the output will contain one entry per subject rather than one entry per observation.
`safe`	not used in R
`...`	For future methods

Value

a vector or matrix of predictions, or a list containing the predictions (element "fit") and their standard errors (element "se.fit") if the se.fit option is TRUE.

Examples

fit <- coxph(Surv(time, status) ~ age + ph.ecog + strata(inst), lung) 
mresid <- lung$status - predict(fit, type='expected') #Martingale resid 
predict(fit,type="lp")
predict(fit,type="risk")
predict(fit,type="expected")
predict(fit,type="terms")
predict(fit,type="lp",se.fit=TRUE)
predict(fit,type="risk",se.fit=TRUE)
predict(fit,type="expected",se.fit=TRUE)
predict(fit,type="terms",se.fit=TRUE)