[R] Validating a Cox model on an external set

Min-Han Tan minhan.science at gmail.com
Tue Sep 28 17:41:00 CEST 2004

Good morning,

Sorry to trouble the list. 

I have a problem I hope to seek your advice on. 
Essentially, I am trying to 'validate' a multivariate Cox proportional
hazards model built in a training set, by testing it on an external
test set. I have performed a survfit using the Cox model to predict
survival for the test set, and obtained individual predictions for
survival time, with standard error for each test sample. Each of these
cases has an actual survival time, some censored.
How can we decide whether the Cox model has been validated or not?
I was suggested survdiff in the survival package, but survdiff works
between curves; am not sure how I could use it (I have a predicted
curve for each curve, but no 'observed curve' - the only observation
is death or censoring at time x)

Thank you all so much! 
Min-Han Tan
Van Andel Institute

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