[R] Calibration score for survival probability

Eleni Rapsomaniki er339 at medschl.cam.ac.uk
Mon Nov 23 13:15:13 CET 2009


Good afternoon!

I need to evaluate the goodness-of-fit (aka calibration) for survival probability estimates from a Cox model. 
I tried to use 'calibrate' in the Design package but I'm not sure if it should/would produce what I need (ie a chi-sq type statistic with a table of expected vs observed probabilities). Any other functions I should be aware of?

Also, has anybody come across an implementation of the statistic described in:
"A global goodness of fit statistic for Cox regression models" by Parzen & Lpisitz, Biometrics 55, 1999 

Many thanks in advance

Eleni Rapsomaniki

Research Associate
Strangeways Research Laboratory
Department of Public Health and Primary Care

University of Cambridge
 




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