The CoxPH function outputs information to the summary table, coefficient table, and linear predictor table.
The following table describes the information that the function outputs to the summary table.
Column Name | Contents |
---|---|
predictor | One row for each feature specified by the FeatureColumns argument |
category | Category name if the predictor is categorical. |
coefficient | Estimated coefficient of the input parameters |
exp_coef | Exponent of the coefficient (The exponent of the coefficient represents the increase in units of hazard when the covariate increases by 1.) |
std_error | Standard error of the coefficient |
z_score | Wald test statistic for the coefficient (The Wald test statistic assumes that the coefficient has a normal distribution; that is, N(0, std_error.)) |
p_value | p value for the z score (The p value represents the significance of each individual coefficient.) |
significance | Significance code for the p_value (see the following table) |
p_value | Significance Code |
---|---|
[0, 0.001) | *** |
[0.001, 0.01) | ** |
[0.01, 0.05) | * |
[0.05, 0.1) | . |
[0.1, 1] |
Following the summary table, the function displays the values of the following:
- Iteration#
- Convergence
- Likelikhood ratio test
- Wald test
- Score test
- Degree of freedom
The following table describes the schema of the coefficient table.
Column Name | Data Type | Description |
---|---|---|
id | INTEGER | Row identifier |
predictor | VARCHAR | Feature column name |
coefficient | DOUBLE PRECISION | Estimated coefficient of the input parameters |
exp_coef | DOUBLE PRECISION | Exponent of the coefficient |
std_error | DOUBLE PRECISION | Standard error of the coefficient |
z_score | DOUBLE PRECISION | Wald test statistic for the coefficient |
p_value | DOUBLE PRECISION | p value for the z score |
significance | VARCHAR | Significance code |
The following table describes the schema of the linear predictor table.
Column Name | Data Type | Description |
---|---|---|
linear_predictor | DOUBLE PRECISION | Contains the k fixed covariates and coefficients of the input parameters. |
event | INTEGER | Contains 1 if the event occurred before the time interval ended, 0 otherwise. |
time_interval | INTEGER | Contains the time intervals of the input data; that is, end_time - start_time, in any unit of time (for example, years, months, or days). |
accumulate_column | Any | Column copied from input_table. The linear predictor table has one such column for each column specified by the Accumulate argument. |