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Measures of explained variation for survival data
Author(s) -
Korn Edward L.,
Simon Richard
Publication year - 1990
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.4780090503
Subject(s) - predictive power , statistics , range (aeronautics) , variation (astronomy) , econometrics , null model , null hypothesis , computer science , statistical power , data set , statistical model , set (abstract data type) , mathematics , philosophy , materials science , physics , epistemology , combinatorics , astrophysics , composite material , programming language
The predictive power of a set of prognostic variables in a survival time model is a concept distinct from the statistical significance of the variables or the adequacy of the model fit. In this paper we discuss the importance of quantifying the predictive power of a prognostic model, and suggest measures of explained variation as a possible quantification. The important features of our approach are that (1) the measures are completely model‐based; (2) a specification of the time range of interest is easily incorporated; and (3) the null models used for comparison are derived as mixtures of the predicted distributions.