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Predictive Accuracy and Explained Variation in Cox Regression

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  • Michael Schemper
  • Robin Henderson

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  • Michael Schemper & Robin Henderson, 2000. "Predictive Accuracy and Explained Variation in Cox Regression," Biometrics, The International Biometric Society, vol. 56(1), pages 249-255, March.
    • Handle: RePEc:bla:biomet:v:56:y:2000:i:1:p:249-255
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    File URL: http://hdl.handle.net/10.1111/j.0006-341X.2000.00249.x
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    References listed on IDEAS

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    1. Schemper, Michael & Kaider, Alexandra, 1997. "A new approach to estimate correlation coefficients in the presence of censoring and proportional hazards," Computational Statistics & Data Analysis, Elsevier, vol. 23(4), pages 467-476, February.
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    Cited by:

    1. P. Saha & P. J. Heagerty, 2010. "Time-Dependent Predictive Accuracy in the Presence of Competing Risks," Biometrics, The International Biometric Society, vol. 66(4), pages 999-1011, December.
    2. Janez Stare & Maja Pohar Perme & Robin Henderson, 2011. "A Measure of Explained Variation for Event History Data," Biometrics, The International Biometric Society, vol. 67(3), pages 750-759, September.
    3. Daniel Commenges & Benoit Liquet & Cécile Proust-Lima, 2012. "Choice of Prognostic Estimators in Joint Models by Estimating Differences of Expected Conditional Kullback–Leibler Risks," Biometrics, The International Biometric Society, vol. 68(2), pages 380-387, June.
    4. Wolf, Petra & Schmidt, Georg & Ulm, Kurt, 2011. "The use of ROC for defining the validity of the prognostic index in censored data," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 783-791, July.
    5. Patrick Heagerty & Yingye Zheng, 2004. "Survival Model Predictive Accuracy and ROC Curves," UW Biostatistics Working Paper Series 1051, Berkeley Electronic Press.
    6. Yingye Zheng & Patrick J. Heagerty, 2005. "Partly Conditional Survival Models for Longitudinal Data," Biometrics, The International Biometric Society, vol. 61(2), pages 379-391, June.
    7. Dimitris Rizopoulos, 2011. "Dynamic Predictions and Prospective Accuracy in Joint Models for Longitudinal and Time-to-Event Data," Biometrics, The International Biometric Society, vol. 67(3), pages 819-829, September.
    8. Möst Lisa & Hothorn Torsten, 2015. "Conditional Transformation Models for Survivor Function Estimation," The International Journal of Biostatistics, De Gruyter, vol. 11(1), pages 23-50, May.
    9. Matthias Schmid & Thomas Hielscher & Thomas Augustin & Olaf Gefeller, 2011. "A Robust Alternative to the Schemper–Henderson Estimator of Prediction Error," Biometrics, The International Biometric Society, vol. 67(2), pages 524-535, June.
    10. Eleni†Rosalina Andrinopoulou & Paul H. C. Eilers & Johanna J. M. Takkenberg & Dimitris Rizopoulos, 2018. "Improved dynamic predictions from joint models of longitudinal and survival data with time†varying effects using P†splines," Biometrics, The International Biometric Society, vol. 74(2), pages 685-693, June.
    11. Jialiang Li & Tonghui Yu & Jing Lv & Mei‐Ling Ting Lee, 2021. "Semiparametric model averaging prediction for lifetime data via hazards regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(5), pages 1187-1209, November.
    12. Patrick J. Heagerty & Yingye Zheng, 2005. "Survival Model Predictive Accuracy and ROC Curves," Biometrics, The International Biometric Society, vol. 61(1), pages 92-105, March.
    13. Kornelis J J van Hateren & Gijs W D Landman & Jarinke F H Arnold & Hanneke Joosten & Klaas H Groenier & Gerjan J Navis & Andrea Sparwasser & Stephan J L Bakker & Henk J G Bilo & Nanne Kleefstra, 2015. "Serum Proenkephalin A Levels and Mortality After Long-Term Follow-Up in Patients with Type 2 Diabetes Mellitus (ZODIAC-32)," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-10, July.
    14. R. Schoop & E. Graf & M. Schumacher, 2008. "Quantifying the Predictive Performance of Prognostic Models for Censored Survival Data with Time-Dependent Covariates," Biometrics, The International Biometric Society, vol. 64(2), pages 603-610, June.
    15. Michael R. Crager, 2020. "Extensions of the absolute standardized hazard ratio and connections with measures of explained variation and variable importance," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(4), pages 872-892, October.

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