royston {survival} | R Documentation |
Compute the D statistic proposed by Royston and Sauerbrei along with several pseudo- R square values.
royston(fit, newdata, ties = TRUE, adjust = FALSE)
fit |
a coxph fit |
newdata |
optional validation data set |
ties |
make a correction for ties in the risk score |
adjust |
adjust for possible overfitting |
These values are called pseudo R-squared since they involve only
the linear predictor, and not the outcome.
R.D
is the value that corresponsds the Royston and Sauerbrei
D statistic. R.KO
is the value proposed by Kent and
O'Quigley, R.N
is the value proposed by Nagelkerke, and
C.GH
corresponds to Goen and Heller's concordance measure.
An adjustment for D is based on the ratio r= (number of events)/(number of coefficients). For models which have sufficient sample size (r>20) the adjustment will be small.
a vector containing the value of D, the estimated standard error of D, and four pseudo R-squared values.
M. Goen and G. Heller, Concordance probability and discriminatory power in proportional hazards regression. Biometrika 92:965-970, 2005.
N. Nagelkerke, J. Oosting, J. and A. Hart, A simple test for goodness of fit of Cox's proportional hazards model. Biometrics 40:483-486, 1984.
P. Royston and W. Sauerbrei, A new measure of prognostic separation in survival data. Statistics in Medicine 23:723-748, 2004.
# An example used in Royston and Sauerbrei pbc2 <- na.omit(pbc) # no missing values cfit <- coxph(Surv(time, status==2) ~ age + log(bili) + edema + albumin + stage + copper, data=pbc2, ties="breslow") royston(cfit)