rsq {survMisc} | R Documentation |
r^2 measures for a a coxph
or survfit
model
Description
r^2 measures for a a coxph
or survfit
model
Usage
rsq(x, ...)
## S3 method for class 'coxph'
rsq(x, ..., sigD = 2)
## S3 method for class 'survfit'
rsq(x, ..., sigD = 2)
Arguments
x |
A |
... |
Additional arguments (not implemented). |
sigD |
significant digits (for ease of display).
If |
Value
A list
with the following elements:
cod |
The coefficient of determination, which is
where |
mer |
The measure of explained randomness, which is:
where |
mev |
The measure of explained variation (similar to that for linear regression), which is:
|
References
Nagelkerke NJD, 1991. A Note on a General Definition of the Coefficient of Determination. Biometrika 78(3):691–92. ‘http://www.jstor.org/stable/2337038’ JSTOR
O'Quigley J, Xu R, Stare J, 2005. Explained randomness in proportional hazards models. Stat Med 24(3):479–89. ‘http://dx.doi.org/10.1002/sim.1946’ Wiley (paywall) ‘http://www.math.ucsd.edu/~rxu/igain2.pdf’ UCSD (free)
Royston P, 2006. Explained variation for survival models. The Stata Journal 6(1):83–96. ‘http://www.stata-journal.com/sjpdf.html?articlenum=st0098’
Examples
data("kidney", package="KMsurv")
c1 <- coxph(Surv(time=time, event=delta) ~ type, data=kidney)
cbind(rsq(c1), rsq(c1, sigD=NULL))