simPH: An R Package for Showing Estimates for Interactive and Nonlinear Effects from Cox Proportional Hazard Models
Hertie School of Governance
September 1, 2013
The R package simPH provides tools for effectively communicating results from Cox Proportional Hazard (PH) models, especially models with interactive and nonlinear effects. The Cox Proportional Hazard model is a popular tool for examining cross-unit cross-time data. However, many researchers misspecify their models and poorly communicate uncertainty about their estimates. This is unfortunate because causes of model misspecification – e.g. interactive and nonlinear effects – may be substantively meaningful. Uncertainty about these effects can be difficult to assess because quantities of interest are often on asymmetric and nonlinear scales. Part of the problem has been that available computational tools make it difficult to explore and communicate these effects. simPH overcomes these problems by making it easy for researchers to simulate quantities of interest for a variety of effects estimated from Cox PH models and plot them. The plots employ visual weighting in order to effectively communicate estimation uncertainty. The user also has the option of showing either the standard central interval of the simulation’s distribution or the shortest probability interval – which can be especially useful for asymmetrically distributed estimates. I use empirical examples to illustrate simPH’s syntax and capabilities.
Number of Pages in PDF File: 18working papers series
Date posted: September 1, 2013 ; Last revised: September 2, 2013
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