[R] Validating a Cox model on an external set

[Thomas Lumley]

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