Approximate confidence interval for a hazard ratio from the log scale

Builds the interval on the natural log scale, where ratio measures are analysed, by adding and subtracting z standard errors to the log hazard ratio, and exponentiates the two limits. The interval is symmetric about the log hazard ratio and asymmetric about the hazard ratio itself. The log hazard ratio and its standard error come from a Cox model (HE-FM-HR-002) or from event counts and person-time (HE-FM-HR-005); z is 1.96 for a 95% interval.

Signature

HR_L = exp(beta - z * SE_beta); HR_U = exp(beta + z * SE_beta)
Inputs
InputsDefinitionUnit
betaEstimated natural logarithm of the hazard ratio, such as the Cox coefficient for treatmentlog hazard ratio, no unit
zStandard normal value for the chosen coverage: 1.96 for 95%, 1.64 for 90% and 2.58 for 99%none
SE_betaStandard error of beta, above zerolog hazard ratio, no unit
Output
HR_LLower limit of the approximate confidence interval for the hazard ratioratio, no unit
HR_UUpper limit of the approximate confidence interval for the hazard ratioratio, no unit

Function

Relative hazard function

Maps the hazards of an event in a treatment group and a comparator group at the same time t to their ratio. Under proportional hazards the ratio is constant over time, and it can then be applied to a baseline survival curve or a baseline transition probability to obtain absolute outcomes for the treatment group.

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Implementations

  • Excel

    Hazard ratio confidence limits for any coverage from named cells

    With the log hazard ratio in Coef, its standard error in SE and the standard normal value in ZValue, the two formulas return the lower and upper limits, held in cells named LowerHR and UpperHR. NORM.S.INV(0.975) returns the z value for a 95% interval.

    =EXP(Coef-ZValue*SE); =EXP(Coef+ZValue*SE)

Assumptions

  • Approximate normality of the log hazard ratio

    The log hazard ratio is treated as approximately normal with the stated standard error, so the interval is an approximation that is less reliable with few events.

  • Estimate and standard error from the same model and reference group

    beta and SE_beta come from the same analysis, with the same reference group and adjustment set as the hazard ratio being reported.

Worked examples

  • 95% interval for a hazard ratio of 0.70 with standard error 0.155839

    A log hazard ratio of minus 0.356675, the natural log of 0.70, with the standard error of 0.155839 from the person-time example, gives a 95% interval of about 0.5158 to 0.9501 (computed here for illustration).

    beta = -0.356675; SE_beta = 0.155839; z = 1.96; HR_L = 0.5158; HR_U = 0.9501
  • Interval for a pooled hazard ratio of 0.88 from a logrank variance

    In their section 11 example, which rebuilds the bladder cancer trial from its Kaplan-Meier curve and numbers at risk, Tierney and colleagues pool the time intervals to a hazard ratio of 0.88 with a logrank variance of 119.80. The log hazard ratio is about minus 0.1278 and its standard error 1 divided by the square root of 119.80, about 0.0914, giving about 0.7357 to 1.0527, the 0.74 to 1.05 they report.

    beta = -0.1278; SE_beta = 0.0914; z = 1.96; HR_L = 0.7357; HR_U = 1.0527

Common errors

  • Adding standard errors on the hazard ratio scale

    Adding and subtracting 1.96 times 0.155839 to 0.70 gives about 0.3946 to 1.0054, an interval that crosses 1, instead of 0.5158 to 0.9501 on the log scale (computed here for illustration). The standard error belongs to the log hazard ratio.

  • Inverting the hazard ratio without inverting and swapping its limits

    When a report gives the comparator against treatment, the reciprocal of the hazard ratio and of its limits is taken, and the limits change places: 0.70 (0.5158 to 0.9501) becomes about 1.4286 (1.0525 to 1.9387), computed here for illustration.

Sources

  • Log-scale analysis and standard errors of ratio measures in the Cochrane Handbook

    Higgins JPT, Li T, Deeks JJ (editors). Chapter 6: Choosing effect measures and computing estimates of effect (last updated August 2023). In: Higgins JPT, Thomas J, Chandler J, Cumpston M, Li T, Page MJ, Welch VA (editors). Cochrane Handbook for Systematic Reviews of Interventions version 6.5. Cochrane; 2024. Section 6.1.2.1: ratio measures, including the hazard ratio, are analysed on the natural log scale, where confidence intervals are symmetric; section 6.3.2: for a ratio measure the confidence limits are log-transformed and the standard error of the log ratio is the difference between them divided by 3.92 for a 95% interval (3.92 = 2 x 1.96).

    View source →

  • Hazard ratio intervals and reciprocals in summary time-to-event data

    Tierney JF, Stewart LA, Ghersi D, Burdett S, Sydes MR. Practical methods for incorporating summary time-to-event data into meta-analysis. Trials. 2007;8:16. Section 3 (variance of the log hazard ratio from the interval, z of 1.96, 1.64 and 2.58 for 95%, 90% and 99% intervals; reciprocal of the hazard ratio and its interval when the reference group is reversed) and, in section 11, the bladder cancer trial rebuilt from its Kaplan-Meier curve with a pooled hazard ratio of 0.88, V of 119.80 and 95% interval of 0.74 to 1.05.

    View source →

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