Sunday, 11 August 2013

Deploying survival model for production

Deploying survival model for production

All-
I've recently built a survival model with time-varying covariates
(assuming equal time periods) using R and am now in the process of putting
this into Oracle for production using just the coefficients from the
model. The goal is to score new data that comes in each day in order to
produce a cumulative hazard estimate; however, I just realized that the
production system doesn't contain any of the training data. Am I right to
assume that I can only calculate the instantaneous hazard as opposed to
the cumulative hazard without historical data?
Thanks,
JC

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