IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v6y2006i1p83-96.html

Explained variation for survival models

Author

Listed:
  • Patrick Royston

    (Cancer Group, MRC Clinical Trials Unit)

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.

Suggested Citation

  • Patrick Royston, 2006. "Explained variation for survival models," Stata Journal, StataCorp LLC, vol. 6(1), pages 83-96, March.
    • Handle: RePEc:tsj:stataj:v:6:y:2006:i:1:p:83-96
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0098
    Download Restriction: no
    File URL: http://www.stata-journal.com/software/sj6-1/st0098/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Patrick Royston & Gareth Ambler, 1999. "Multivariable fractional polynomials," Stata Technical Bulletin, StataCorp LLC, vol. 8(43).
    2. Patrick Royston, 2001. "Flexible alternatives to the Cox model, and more," Stata Journal, StataCorp LLC, vol. 1(1), pages 1-28, November.
    3. W. Sauerbrei & P. Royston, 1999. "Building multivariable prognostic and diagnostic models: transformation of the predictors by using fractional polynomials," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(1), pages 71-94.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Klein, Daniel, 2018. "Executive turnover and the valuation of stock options," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 76-93.
    2. David Lodge & Marta Rodriguez-Vives, 2013. "How long can austerity persist? The factors that sustain fiscal consolidations," European Journal of Government and Economics, Europa Grande, vol. 2(1), pages 5-24, June.
    3. Florence H. Yong & Lu Tian & Sheng Yu & Tianxi Cai & L. J. Wei, 2016. "Optimal stratification in outcome prediction using baseline information," Biometrika, Biometrika Trust, vol. 103(4), pages 817-828.
    4. Leive, Adam, 2018. "Dying to win? Olympic Gold medals and longevity," Journal of Health Economics, Elsevier, vol. 61(C), pages 193-204.
    5. Jane Lyons & Vahé Nafilyan & Ashley Akbari & Stuart Bedston & Ewen Harrison & Andrew Hayward & Julia Hippisley-Cox & Frank Kee & Kamlesh Khunti & Shamim Rahman & Aziz Sheikh & Fatemeh Torabi & Ronan A, 2023. "An external validation of the QCOVID3 risk prediction algorithm for risk of hospitalisation and death from COVID-19: An observational, prospective cohort study of 1.66m vaccinated adults in Wales, UK," PLOS ONE, Public Library of Science, vol. 18(5), pages 1-17, May.
    6. Jonas Langerud & Ina A. Eilertsen & Seyed H. Moosavi & Solveig M. K. Klokkerud & Henrik M. Reims & Ingeborg F. Backe & Merete Hektoen & Ole H. Sjo & Marine Jeanmougin & Sabine Tejpar & Arild Nesbakken, 2024. "Multiregional transcriptomics identifies congruent consensus subtypes with prognostic value beyond tumor heterogeneity of colorectal cancer," Nature Communications, Nature, vol. 15(1), pages 1-16, December.
    7. Nir Y. Krakauer & Jesse C. Krakauer, 2021. "Association of X-ray Absorptiometry Body Composition Measurements with Basic Anthropometrics and Mortality Hazard," IJERPH, MDPI, vol. 18(15), pages 1-13, July.
    8. Nir Y. Krakauer & Jesse C. Krakauer, 2020. "Association of Body Shape Index (ABSI) with Hand Grip Strength," IJERPH, MDPI, vol. 17(18), pages 1-12, September.
    9. Heli Julkunen & Juho Rousu, 2025. "Comprehensive interaction modeling with machine learning improves prediction of disease risk in the UK Biobank," Nature Communications, Nature, vol. 16(1), pages 1-15, December.
    10. M Fernanda Lima-Costa & James Macinko & Juliana Vaz de Melo Mambrini & Cibele C Cesar & Sérgio V Peixoto & Wagner C S Magalhães & Bernardo L Horta & Mauricio Barreto & Erico Castro-Costa & Josélia O A, 2015. "Genomic Ancestry, Self-Rated Health and Its Association with Mortality in an Admixed Population: 10 Year Follow-Up of the Bambui-Epigen (Brazil) Cohort Study of Ageing," PLOS ONE, Public Library of Science, vol. 10(12), pages 1-14, December.
    11. Janez Stare & Maja Pohar Perme & Robin Henderson, 2011. "A Measure of Explained Variation for Event History Data," Biometrics, The International Biometric Society, vol. 67(3), pages 750-759, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Patrick Royston, 2007. "Profile likelihood for estimation and confidence intervals," Stata Journal, StataCorp LLC, vol. 7(3), pages 376-387, September.
    2. Geweke, John & Petrella, Lea, 2014. "Likelihood-based inference for regular functions with fractional polynomial approximations," Journal of Econometrics, Elsevier, vol. 183(1), pages 22-30.
    3. Marco Caliendo & Stefan Tübbicke, 2020. "New evidence on long-term effects of start-up subsidies: matching estimates and their robustness," Empirical Economics, Springer, vol. 59(4), pages 1605-1631, October.
    4. Gustavo Soutinho & Luís Meira-Machado, 2022. "Methods for checking the Markov condition in multi-state survival data," Computational Statistics, Springer, vol. 37(2), pages 751-780, April.
    5. Annalisa Orenti & Patrizia Boracchi & Giuseppe Marano & Elia Biganzoli & Federico Ambrogi, 2022. "A pseudo-values regression model for non-fatal event free survival in the presence of semi-competing risks," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 709-727, September.
    6. Strasak, Alexander M. & Umlauf, Nikolaus & Pfeiffer, Ruth M. & Lang, Stefan, 2011. "Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1540-1551, April.
    7. Stefanie Hieke & Harald Binder & Alexandra Nieters & Martin Schumacher, 2014. "minPtest: a resampling based gene region-level testing procedure for genetic case-control studies," Computational Statistics, Springer, vol. 29(1), pages 51-63, February.
    8. Marisa Rifada & Vita Ratnasari & Purhadi Purhadi, 2023. "Parameter Estimation and Hypothesis Testing of The Bivariate Polynomial Ordinal Logistic Regression Model," Mathematics, MDPI, vol. 11(3), pages 1-12, January.
    9. Patrick Royston, 2012. "Tools to simulate realistic censored survival-time distributions," Stata Journal, StataCorp LLC, vol. 12(4), pages 639-654, December.
    10. Farber, Steven & Li, Xiao, 2013. "Urban sprawl and social interaction potential: an empirical analysis of large metropolitan regions in the United States," Journal of Transport Geography, Elsevier, vol. 31(C), pages 267-277.
    11. Armando Rungi & Davide Del Prete, 2017. "The 'Smile Curve': where Value is Added along Supply Chains," Working Papers 05/2017, IMT School for Advanced Studies Lucca, revised Mar 2017.
    12. Sauerbrei, W. & Meier-Hirmer, C. & Benner, A. & Royston, P., 2006. "Multivariable regression model building by using fractional polynomials: Description of SAS, STATA and R programs," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3464-3485, August.
    13. Sauerbrei, Willi & Royston, Patrick & Zapien, Karina, 2007. "Detecting an interaction between treatment and a continuous covariate: A comparison of two approaches," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 4054-4063, May.
    14. Binder, Harald & Sauerbrei, Willi, 2008. "Increasing the usefulness of additive spline models by knot removal," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5305-5318, August.
    15. William D. Dupont, 2010. "Review of Multivariable Model-building: A Pragmatic Approach to Regression Analysis Based on Fractional Polynomials for Modeling Continuous Variables, by Royston and Sauerbrei," Stata Journal, StataCorp LLC, vol. 10(2), pages 297-302, June.
    16. Suvra Pal & Hongbo Yu & Zachary D. Loucks & Ian M. Harris, 2020. "Illustration of the Flexibility of Generalized Gamma Distribution in Modeling Right Censored Survival Data: Analysis of Two Cancer Datasets," Annals of Data Science, Springer, vol. 7(1), pages 77-90, March.
    17. Patrick Royston, 2004. "Multiple imputation of missing values," Stata Journal, StataCorp LLC, vol. 4(3), pages 227-241, September.
    18. Daniel McNeish & Denis Dumas & Dario Torre & Neil Rice, 2022. "Modelling time to maximum competency in medical student progress tests," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(4), pages 2007-2034, October.
    19. Ali Fakih & Walid Marrouch, 2019. "Environmental Kuznets Curve, a Mirage? A Non-parametric Analysis for MENA Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 113-119, February.
    20. Christopher Lant & Timothy J. Stoebner & Justin T. Schoof & Benjamin Crabb, 2016. "The effect of climate change on rural land cover patterns in the Central United States," Climatic Change, Springer, vol. 138(3), pages 585-602, October.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:6:y:2006:i:1:p:83-96. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.