Cross‐validation in survival analysis | Zendy

Verweij Pierre J. M. | Zendy; Van Houwelingen Hans C. | Zendy

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Cross‐validation in survival analysis

Author(s) -

Verweij Pierre J. M.,

Van Houwelingen Hans C.

Publication year - 1993

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.4780122407

Subject(s) - proportional hazards model , statistics , regression analysis , measure (data warehouse) , variation (astronomy) , linear regression , regression , value (mathematics) , computer science , econometrics , mathematics , data mining , physics , astrophysics

The predictive value of a statistical model is conceptually different from the explained variation. In this paper we construct a measure of the predictive value of the Cox proportional hazards model, computed from the leave‐one‐out regression coefficients. These coefficients can also be used to calculate a shrinkage factor which can be applied to improve the predictions and that can be used in R 2 ‐type measures of the proportion of explained variation. Our methods are illustrated by a study of chemotherapy for advanced ovarian cancer.

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