Schemper, M. and Henderson, Robin (2000) Predictive accuracy and explained variation in Cox regression. Biometrics, 56 (1). pp. 249-255. ISSN 1541-0420Full text not available from this repository.
Summary. We suggest a new measure of the proportion of the variation of possibly censored survival times explained by a given proportional hazards model. The proposed measure, termed V, shares several favorable properties with an earlier V1 but also improves the handling of censoring. The statistic contrasts distance measures between individual 1/0 survival processes and fitted survival curves with and without covariate information. These distance measures, Dx and D, respectively, are themselves informative as summaries of absolute rather than relative predictive accuracy. We recommend graphical comparisons of survival curves for prognostic index groups to improve the understanding of obtained values for V, Dx, and D. Their use and interpretation is exemplified for a Yorkshire lung cancer study on survival. From this and an overview for several well-known clinical data sets, we show that the likely amount of relative or absolute predictive accuracy is often low even if there are highly significant and relatively strong prognostic factors.
|Journal or Publication Title:||Biometrics|
|Uncontrolled Keywords:||Censored data • Cox regression • Explained variation • Prediction error • Survival analysis|
|Subjects:||Q Science > QA Mathematics|
|Departments:||Faculty of Science and Technology > Mathematics and Statistics|
|Deposited On:||20 Nov 2008 12:29|
|Last Modified:||26 Jul 2012 15:29|
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