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Biometrika 1990 77(1):216-218;
© 1990 by Biometrika Trust
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MISCELLANEA

The explained variation in proportional hazards regression

M. SCHEMPER

Biometry Unit, 1st Department of Surgery, Vienna University Vienna, Austria

Received for publication 1 June 1988. Revision received 1 August 1989.
  Abstract

Two new measures of the proportion of the variation of possibly censored survival times explained by a given proportional hazards model are presented. It is shown that the previously suggested proportion of explained log likelihood is not a useful measure of predictive precision. The new measures are intuitively appealing and sufficiently simple for routine application.

Key Words: Percentage of explained variation • Prediction error • Proportional hazards regression model • Survival analysis


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