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Explained variation for survival models

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  • 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 LP, vol. 6(1), pages 83-96, March.
  • Handle: RePEc:tsj:stataj:v:6:y:2006:i:1:p:83-96
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    References listed on IDEAS

    as
    1. 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.
    2. Patrick Royston & Gareth Ambler, 1999. "Multivariable fractional polynomials," Stata Technical Bulletin, StataCorp LP, vol. 8(43).
    3. Patrick Royston, 2001. "Flexible alternatives to the Cox model, and more," Stata Journal, StataCorp LP, vol. 1(1), pages 1-28, November.
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    Cited by:

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    3. 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.
    4. Klein, Daniel, 2018. "Executive turnover and the valuation of stock options," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 76-93.
    5. 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.
    6. 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.
    7. 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.
    8. 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.

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