Cross‐validation in survival analysis

descriptionPublicationkeyboard_double_arrow_right Article 30 Dec 1993 English Publisher:WileyJournal:Statistics in Medicine, volume 12, pages 2,305-2,314 (issn: 0277-6715, eissn: 1097-0258,

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Authors: P J, Verweij; H C, Van Houwelingen;

doi: 10.1002/sim.4780122407

pmid: 8134734

Cross‐validation in survival analysis

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Abstract

AbstractThe 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 inR2‐type measures of the proportion of explained variation. Our methods are illustrated by a study of chemotherapy for advanced ovarian cancer.

Related Organizations

Leiden University
Netherlands

Keywords

Ovarian Neoplasms, Likelihood Functions, Prognosis, Survival Analysis, Antineoplastic Combined Chemotherapy Protocols, Humans, Regression Analysis, Female, Neoplasm Staging, Proportional Hazards Models

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