4.4 Article

Explained variation for survival models

Journal

STATA JOURNAL
Volume 6, Issue 1, Pages 83-96

Publisher

SAGE PUBLICATIONS INC
DOI: 10.1177/1536867X0600600105

Keywords

st0098; censored survival data; regression models; index of determination; explained variation; explained randomness; information gain

Funding

  1. Medical Research Council [MC_U122861386] Funding Source: researchfish
  2. MRC [MC_U122861386] Funding Source: UKRI

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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.

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