Prediction of survival probability at a specific time with LassoNet

[Diana]

Hi,
I would like to evaluate Cox LassoNet on my data for predicting end-point survival.

Is there a way to compute event probability for a given time (or for a set of given times) from a fitted LassoNetCoxRegressorCV?

It seems that model.predict(X_test) returns predictors in CoxPH assumption, so c-index can be computed, but I could not find in examples how to compute survival/event probability
Thank you!

[Louis Abraham]

I think you need to implement a Breslow estimator: https://stats.stackexchange.com/a/498951 (the sign is wrong, $\log S = -H$).

I'll propose that we add this estimator in the package as well!

[Diana]

Thank you!

…

On Fri, 25 Nov 2022 at 11:40, Louis Abraham ***@***.***> wrote: I think you need to implement a Breslow estimator: https://stats.stackexchange.com/a/498951 (the sign is wrong, $\log S = -H$ ). I'll propose that we add this estimator in the package as well! — Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AW2WIUWYMSTWLZTB4224CG3WKCQRHANCNFSM6AAAAAASLGKTF4> . You are receiving this because you authored the thread.Message ID: ***@***.***>

[Louis Abraham]

Closing this for inactivity