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survival (version 3.5-3)

coxph.object: Proportional Hazards Regression Object

Description

This class of objects is returned by the coxph class of functions to represent a fitted proportional hazards model. Objects of this class have methods for the functions print, summary, residuals, predict and survfit.

Components

The following components must be included in a legitimate coxph object.

Arguments

coefficients

the vector of coefficients. If the model is over-determined there will be missing values in the vector corresponding to the redundant columns in the model matrix.

var

the variance matrix of the coefficients. Rows and columns corresponding to any missing coefficients are set to zero.

naive.var

this component will be present only if the robust option was true. If so, the var component will contain the robust estimate of variance, and this component will contain the ordinary estimate. (A far better name would be asymp.var since it contains the model-based asympotitic variance estimate, which is not necessarily "naive"; but that ship has sailed.)

loglik

a vector of length 2 containing the log-likelihood with the initial values and with the final values of the coefficients.

score

value of the efficient score test, at the initial value of the coefficients.

rscore

the robust log-rank statistic, if a robust variance was requested.

wald.test

the Wald test of whether the final coefficients differ from the initial values.

iter

number of iterations used.

linear.predictors

the vector of linear predictors, one per subject. Note that this vector has been centered, see predict.coxph for more details.

residuals

the martingale residuals.

means

vector of values used as the reference for each covariate. For instance, a later call to predict(fit, type='risk') will give the hazard ratio between an observation and this reference. (For most covariates this will contain the mean.)

n

the number of observations used in the fit.

nevent

the number of events (usually deaths) used in the fit.

concordance

a vector of length 6, containing the number of pairs that are concordant, discordant, tied on x, tied on y, and tied on both, followed by the standard error of the concordance statistic.

first

the first derivative vector at the solution.

weights

the vector of case weights, if one was used.

method

the method used for handling tied survival times.

na.action

the na.action attribute, if any, that was returned by the na.action routine.

timefix

the value of the timefix option used in the fit

...

The object will also contain the following, for documentation see the lm object: terms, assign, formula, call, and, optionally, x, y, and/or frame.

See Also

coxph, coxph.detail, cox.zph, residuals.coxph, survfit, survreg.