How to scale data before fitting cox model?
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13 months ago
MatthewP ★ 1.0k

The coxph function of survival package details describes:

The routine internally scales and centers data to avoid overflow in the argument to the exponential function. These actions do not change the result, but lead to more numerical stability. However, arguments to offset are not scaled since there are situations where a large offset value is a purposefully used. In general, however, users should not avoid very large numeric values for an offset due to possible loss of precision in the estimates.

How to understand "The routine internally scales and centers data"? Dose this means coxph will scale our input data before processing?
If not, how to scale data for very different variables? For example a dataset with continuous variables age, riskScore, GeneA_FPKM and category variables gender(convert to 0 and 1) and tumor stage(convert to 0, 1, 2, 3, 4). Shall I apply scale function to all variables or only those continuous variable?

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