On Tue, 28 Sep 2004, Min-Han Tan wrote:
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.
There is an example of comparing data to a fitted Cox model in help(survexp).
-thomas
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