[R] Error in basehaz function ?

[David Mas]

Hello R-users.

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)

but it seems to me that hazard probabilities is rather an instantaneous
survival rate that could be computed this way :

H[i] <- 1 - surv[i] / surv[i-1]

Using this rule I achieve satisfiable results with the two following
functions :

surv2haz <- function(surv) {

  haz <- surv

  haz[1] <- 1 - surv[1]
  
  for(i in c(2:length(surv)))
    {
      haz[i] <- 1 - surv[i] / surv[i - 1]
    }

  return(haz)
}

haz2surv <- function(haz) {

  surv <- haz

  surv[1] <- 1 - haz[1]
  
  for(i in c(2:length(haz)))
    {
      surv[i] <- (1 - haz[i]) * surv[i-1]
    }

  return(surv)
}

If I'm right, wouldn't it be a good idea to change the basehaz
function, to avoid misleading the overconfident user (as I happen to be)
?

I hope this will help contributing to a wonderful tool that speed up my
understanding of statistical analysis and my research.

David

-- 
David Mas
ERMES-FRE 2887-CNRS
Université Pantheon-Assas Paris II
12, place du Pantheon
F-75230 Paris Cedex 05
Tel: +33 (0)1 44 41 89 91
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http://www.u-paris2.fr/ermes/