Thanks, Alex.
Hector
De: SPSSX(r)
Discussion [mailto:[hidden email]] En nombre de Alex Reutter
Enviado el: Saturday, October 09, 2010 1:12 AM
Para: [hidden email]
Asunto: Re: Constant in Cox regression
h(t)= h0(t) x
EXP(b0 + b1 X1 + b2 X2 +……+bk Xk)
= h0(t) x EXP(b0) x
EXP(b1 X1 + b2 X2 +……+bk Xk)
=
h*0(t) x EXP(b1 X1 + b2 X2 +……+bk Xk)
where h*0(t)
= h0(t) x EXP(b0).
It is not possible
to estimate the Cox Regression model as you have written it, because h0(t) and
EXP(b0) cannot be estimated separately; you can arbitrarily rescale the
estimate of h0(t) by a factor "a" by multiplying the estimate of
EXP(b0) by "1/a". In other words, the baseline hazard function
is the Cox regression equivalent of the intercept.
Alex
One student
has posed to me a question I could not answer. The Cox regression survival
model is based on the hazard function h(t)= h0(t) x EXP(b0 + b1 X1 + b2 X2
+……+bk Xk), where h0(t) is the baseline hazard function, dependent only on
time, and the exponential EXP(.) is a function of covariates. Now, SPSS output
for Cox regression includes the baseline hazard function h0(t) and also the b
coefficients for all covariates X, EXCEPT for the constant intercept b0, the
first term in the logit. It is nowhere in the output, as far as I can see. May
somebody explain how does one get that constant?
Thanks for
any help.
Hector
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