get_cox_validation: Validation statistics for 'coxph' and 'coxex' models.

In PiotrTymoszuk/coxExtensions: Extended Inference and Goodness of Fit for Cox Models

Validation statistics for 'coxph' and 'coxex' models.

Description

Provides an access to validation stats obtained e.g. by cross-validation or bootstraping via validate.

Usage

get_cox_validation(
  cox_model,
  data = NULL,
  method = "boot",
  B = 40,
  bw = FALSE,
  rule = "aic",
  type = "residual",
  sls = 0.05,
  aics = 0,
  force = NULL,
  estimates = TRUE,
  pr = FALSE,
  ...
)

Arguments

cox_model	a 'coxph' or 'coxex' model.
data	modeling data, ignored if a 'coxex' model provided.
method	resampling method may be "crossvalidation", "boot" (the default), ".632", or "randomization".
B	number of repetitions.
bw	TRUE to do fast step-down using the fastbw function, for both the overall model and for each repetition. fastbw keeps parameters together that represent the same factor.
rule	Applies if bw = TRUE. "aic" to use Akaike's information criterion as a stopping rule (i.e., a factor is deleted if the chi-squared falls below twice its degrees of freedom), or "p" to use p-values.
type	"residual" or "individual" stopping rule is for individual factors or for the residual chi-squared for all variables deleted
sls	significance level for a factor to be kept in a model, or for judging the residual chi-squared
aics	cutoff on AIC when rule="aic"
force	see fastbw
estimates	see print.fastbw
pr	TRUE to print results of each repetition
...	extra arguments passed to validate.cph

Details

See: validate.cph.

Value

a data frame with the following variables:

• dataset: dataset used for computation of the stats

• Dxy: Somers' DXY rank correlation

• R2: Nagelkerke R-squared

• Slope: slope shrinkage

• D: discrimination index D

• U: unreliability index

• Q: the overall quality index

• g: g-index on the log relative hazard

• c_index: Harrell's concordance index.

References

• Harrell, F. E., Lee, K. L. & Mark, D. B. Multivariable prognostic models: Issues in developing models, evaluating assumptions and adequacy, and measuring and reducing errors. Stat. Med. 15, 361–387 (1996).

PiotrTymoszuk/coxExtensions documentation built on Feb. 6, 2024, 10:58 p.m.