Explained variation for survival models

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. © 2006 StataCorp LP.