Good morning,
Sorry to trouble the list.
I have a problem I hope to seek your advice on. Essentially, I am trying to 'validate' a multivariate Cox proportional
hazards model built in a training set, by testing it on an external
test set. I have performed a survfit using the Cox model to predict
survival for the test set, and obtained individual predictions for
survival time, with standard error for each test sample. Each of these
cases has an actual survival time, some censored.
How can we decide whether the Cox model has been validated or not?
This is what the Design package and its cph and validate.cph and calibrate.cph functions are for.
I was suggested survdiff in the survival package, but survdiff works
between curves; am not sure how I could use it (I have a predicted
curve for each curve, but no 'observed curve' - the only observation
is death or censoring at time x)
Thank you all so much! Min-Han Tan
Van Andel Institute
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-- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University
______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html