Explained variation for survival models

  • Royston P
  • Royston
  • Patrick
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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.

Author-supplied keywords

  • censored survival data
  • explained randomness
  • explained variation
  • index of determina- tion
  • information gain
  • regression models

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Authors

  • Patrick Royston

  • Royston

  • Patrick

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