Explained variation for survival models

Patrick Royston ()
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Patrick Royston: Cancer Group, MRC Clinical Trials Unit

Stata Journal, 2006, vol. 6, issue 1, 83-96

Abstract: This article introduces a new measure of explained variation for use with censored survival data. It is a modified version of a measure previously described by John O'Quigley and colleagues, itself a modification of Nagelkerke’s earlier proposal for a general index of determination. I describe Stata programs str2ph, which implements the new measure, and str2d, which implements a measure proposed in 2004 by Royston and Sauerbrei. I provide examples with real data. Copyright 2006 by StataCorp LP.

Keywords: censored survival data; regression models; index of determina- tion; explained variation; explained randomness; information gain (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (9)

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