[R] variance explained in a cox ph model

Federico Calboli f.calboli at imperial.ac.uk
Tue Feb 21 16:39:12 CET 2012

Hi All,

I have a left truncated, right censored cox model:

coxph(Surv(start, stop, censor) ~ x + y, mydata)

I would like to know how much of the observed variance (as a number between 0 and 1) is explained by each variable. How could I do that?

Adding terms sequentially and then using anova(mod1, mod2) tells me whether I get a significant improvement of the fit, but does not tell me how much variance I actually explain… 



Federico C. F. Calboli
Neuroepidemiology and Ageing Research
Imperial College, St. Mary's Campus
Norfolk Place, London W2 1PG

Tel +44 (0)20 75941602   Fax +44 (0)20 75943193

f.calboli [.a.t] imperial.ac.uk
f.calboli [.a.t] gmail.com

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