Coxed: An R package for computing duration-based quantities from the Cox proportional hazards model

Abstract

The Cox proportional hazards model is one of the most frequently used estimators in duration (survival) analysis. Because it is estimated using only the observed durations' rank ordering, typical quantities of interest used to communicate results of the Cox model come from the hazard function (e.g., hazard ratios or percentage changes in the hazard rate). These quantities are substantively vague and difficult for many audiences of research to understand. We introduce a suite of methods in the R package coxed to address these problems. The package allows researchers to calculate duration-based quantities from Cox model results, such as the expected duration (or survival time) given covariate values and marginal changes in duration for a specified change in a covariate. These duration-based quantities often match better with researchers' substantive interests and are easily understood by most readers. We describe the methods and illustrate use of the package.