[R] Nagelkerkes R2N

[Frank E Harrell Jr]

A new version of Design will be posted to CRAN in the next 2 days. 
After than, update your system, including an update to the survival 
package.  Then re-try.

Your formula is wrong as it can't be negative.  LR should be the 
likelihood ratio chi-square stat : -2 times the difference in the two 
loglik values.

Frank

Andrea Weidacher wrote:
> Hello All,
> 
> as I´m new to R and survival analysis, I´ve got a question about the
> Design::validate function:
> 
> My Code:
> cox <- cph(Surv(t,status) ~ var1 + var2 + var3, data=data, x=TRUE, y=TRUE,
> surv=TRUE)
> cox.val <- validate(cox, B=10, dxy=TRUE, pr=TRUE);
> 
> My output (cox.val):
>                   index.orig               training                   test
> Dxy   -0.3639222921368090891 -0.3591157308750822175 -0.3634294047761231106
> R2     1.0000000000000000000  1.0000000000000000000  1.0000000000000000000
> Slope  1.0000000000000000000  1.0000000000000000000  1.0055508323397084336
> D      0.0232804472888947744  0.0226998668193014774  0.0232190381679612834
> U     -0.0000607553318187988 -0.0000610134584621832  0.0000254159617147094
> Q      0.0233412026207135703  0.0227608802777636665  0.0231936222062465713
>                     optimism         index.corrected  n
> Dxy    0.0043136739010409269 -0.36823596603785002657 10
> R2     0.0000000000000000000  1.00000000000000000000 10
> Slope -0.0055508323397084336  1.00555083233970843359 10
> D     -0.0005191713486598047  0.02379961863755457596 10
> U     -0.0000864294201768926  0.00002567408835809379 10
> Q     -0.0004327419284829055  0.02377394454919647515 10
> 
> And my question ist about the R2: Why ist the value always 1.0. That doesn´t
> seem to me like a realistic value.
> 
> And so I tried to calculate R2 with my own formula:
> LR <- -2*cox$loglik[2]
> L0 <- -2*cox$loglik[1]
> n <- length(data[,"ID"])
> R2N <- (1-exp(-LR/n)) / (1-exp(L0/n))
> 
> R2N calculated that way is -0.00132314024559236. 
> 
> Can anybody help me to understand the formula to R2 and why the
> validate-function results in 1.0?
> 
> Thanks,
> 
> Andrea.
> 
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> 


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University