[R] R-squared in proportional hazards regression

Jenkins, Helen h.jenkins05 at imperial.ac.uk
Tue Sep 15 12:28:56 CEST 2009


Hi

I'm trying to interpret the output from the coxph command. One of the outputs is:
Rsquare= 0.01   (max possible= 0.069 )

Given that the methods for calculating R squared and its validity with proportional hazards regression are debated in the literature - can anyone tell me exactly how this part of the coxph output is calculated and how I derive my R-squared from it?

Thanks
Helen




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