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st: Cox regression proportion of variance explained
From
Elizabeth Kim Murphy <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Cox regression proportion of variance explained
Date
Wed, 22 Jun 2011 22:48:06 +0000
Dear all,
A reviewer has asked me for the proportion of variance explained by my Cox regression model (I'm looking at risk factors for self-harm over time). I've done Google searches, and I have seen the threads on the FAQ section about r-square (http://www.stata.com/statalist/archive/2009-04/msg01186.html), but I am still not sure of the best solution specific to Cox regression.
Can anyone suggest a statistic that estimates the proportion of variance in outcome explained by a Cox regression model, or point me in the right direction? Also, can this be computed in Stata?
Thank you for your consideration,
Liz Murphy
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