Frank, Is there an article that discusses this idea of bootstrapping the ranks of the likelihood ratio chi-square Statistics to assess relative importance of predictors in time-to-event data (specifically Cox PH model)?
Thanks, Ravi. -----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Frank E Harrell Jr Sent: Tuesday, March 30, 2010 3:57 PM To: Michal Figurski Cc: r-help@r-project.org Subject: Re: [R] Problem comparing hazard ratios Michal Figurski wrote: > Dear R-Helpers, > > I am a novice in survival analysis. I have the following code: > for (i in 3:12) print(coxph(Surv(time, status)~a[,i], data=a)) > > I used it to fit the Cox Proportional Hazard models separately for every > available parameter (columns 3:12) in my data set - with intention to > compare the Hazard Ratios. > > However, some of my variables are in range 0.1 to 1.6, others in range > 5000 to 9000. How do I compare HRs between such variables? > > I have rescaled all the variables to be in 0 to 1 range - is this the > proper way to go? Is there a way to somehow calculate the same HRs (as > for rescaled parameters) from the HRs for original parameters? > > Many thanks in advance. > There are a lot of issues related to this that will require a good bit of study, both in survival analysis and in regression. I would start with bootstrapping the ranks of the likelihood ratio chi-square statistics of the competing biomarkers. Frank -- Frank E Harrell Jr Professor and Chairman School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.