Hi,
David Mas wrote:
> I believe that the way basehaz (in the survival package) compute the
> baseline hazard function is false.
>
> I come to question this function when it gives me hazard probabilities
> greater than 1.
>
> Looking at the code I think I've localised the error :
>
> hazard probability is computed as :
>
> H <- -log(surv)
Maybe the documentation is not clear enough about that, but what you obtain
in the previous code line is not the "hazard probability" but the
"Cumulative Hazard Rate".
The hazard rate is typically defined h(t)=f(t)/S(t) where f(t) is the
density at time t and S(t) is the value of the survival function at time t.
And please note that this is not a probability. The hazard can take on
values larger than 1.
Besides the literature given in ?basehaz, I can recommend
Klein, JP Moeschberger, ML. Survival Analysis: Techniques for Censored and
Truncated Data. Springer 2003
Starting at page 27, the hazard function and the cumulative hazard are
introduced.
Hope this helps,
Roland
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