Nelson-Aalen Estimator of cumulative hazard
We have seen the Cox proportional hazard estimator in the previous recipe The Nelson-Aalen estimator is a non-parametric estimator that estimates the cumulative number of expected events. It gives an idea about the hazard rate shape.
Getting ready
You need to have performed the recipe dealing with the Cox proportional hazard.
How to do it...
Perform the following steps in R:
> sfitall = survfit(Surv(time, status)~1, data =cancer) > c = coxph(formula=Surv(time, status)~1, data=cancer) > n=basehaz(c)
Printing n
will display all the hazard values with time. Plotting the same will be easy to understand:
> plot(n)

Plot of hazard and time
How it works...
Using the basehaz
function will compute the hazard estimator for the Cox model using the Breslow estimator, which will be the same as the Nelson-Aalen estimator. It can also be computed using the cumsum
function, which returns cumulative sums. The hazard function is simply an event divided by risk...