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Predictive accuracy and explained variation in Cox regression.

Schemper, M. and Henderson, Robin (2000) Predictive accuracy and explained variation in Cox regression. Biometrics, 56 (1). pp. 249-255. ISSN 1541-0420

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Abstract

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.

Item Type: Article
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
ID Code: 19369
Deposited By: ep_ss_importer
Deposited On: 20 Nov 2008 12:29
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 15:29
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/19369

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