Explained variation for survival models

  • Royston P
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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.

Author-supplied keywords

  • Censored survival data
  • Explained randomness
  • Explained variation
  • Index of determination
  • Information gain
  • Regression models
  • St0098

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  • SGR: 33646515606
  • PUI: 43708445
  • ISSN: 1536867X
  • SCOPUS: 2-s2.0-33646515606

Authors

  • Patrick Royston

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