survMisc (version 0.4.6)

rsq: r^2 measures for a a coxph or survfit model

Description

r^2 measures for a a coxph or survfit model

Usage

rsq(x, ...)
## S3 method for class 'coxph':
rsq(x, ..., sigD = 2)
## S3 method for class 'survfit':
rsq(x, ..., sigD = 2)

Arguments

x

A survfit or coxph object

...

Additional arguments (not implemented)

sigD

Significant digits (for ease of display). If sigD=NULL will return the original numbers.

Value

• A list with the following elements:
• cod
  The coefficient of determination, which is $$R^2=1-\exp(\frac{2}{n}L_0-L_1)$$ where $L_0$ and $L_1$ are the log partial likelihoods for the null and full models respectively and $n$ is the number of observations in the data set.
• mer
  The measure of explained randomness, which is: $$R^2_{mer}=1-\exp(\frac{2}{m}L_0-L_1)$$ where $m$ is the number of observed events.
• mev
  The measure of explained variation (similar to that for linear regression), which is: $$R^2=\frac{R^2_{mer}}{R^2_{mer} + \frac{\pi}{6}(1-R^2_{mer})}$$

References

Nagelkerke NJD, 1991. A Note on a General Definition of the Coefficient of Determination. Biometrika 78(3):691--92. http://www.jstor.org/stable/2337038{JSTOR}

O'Quigley J, Xu R, Stare J, 2005. Explained randomness in proportional hazards models. Stat Med 24(3):479--89. http://dx.doi.org/10.1002/sim.1946{Wiley (paywall)} http://www.math.ucsd.edu/~rxu/igain2.pdf{Available at UCSD}

Royston P, 2006. Explained variation for survival models. The Stata Journal 6(1):83--96. http://www.stata-journal.com/sjpdf.html?articlenum=st0098{The Stata Journal}