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Biometrika 1992 79(1):202-204; doi:10.1093/biomet/79.1.202
© 1992 by Biometrika Trust
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MISCELLANEA

Further results on the explained variation in proportional hazards regression

M. SCHEMPER

Biometry Unit, 1st Department of Surgery, Vienna University, Alserstraße 4 A-1090 Vienna, Austria

Two competing measures of the proportion of variation of possibly censored survival times explained by a given proportional hazards model are compared in a Monte Carlo study. It is shown that the validity of a very quick likelihood based measure (Magee, 1990) depends on a proportionality assumption. The computationally more involved measure V2 of Schemper (1990) is robust in this respect. Both measures produce very close results if the Cox model assumptions are perfectly met.

Key Words: Cox model • Percentage of explained variation • R2 measures • Survival analysis


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