[R] Nagelkerkes R2N

Andrea Weidacher andrea_weidacher at gmx.de
Wed May 13 14:44:59 CEST 2009


Hello All,

as I´m new to R and survival analysis, I´ve got a question about the
Design::validate function:

My Code:
cox <- cph(Surv(t,status) ~ var1 + var2 + var3, data=data, x=TRUE, y=TRUE,
surv=TRUE)
cox.val <- validate(cox, B=10, dxy=TRUE, pr=TRUE);

My output (cox.val):
                  index.orig               training                   test
Dxy   -0.3639222921368090891 -0.3591157308750822175 -0.3634294047761231106
R2     1.0000000000000000000  1.0000000000000000000  1.0000000000000000000
Slope  1.0000000000000000000  1.0000000000000000000  1.0055508323397084336
D      0.0232804472888947744  0.0226998668193014774  0.0232190381679612834
U     -0.0000607553318187988 -0.0000610134584621832  0.0000254159617147094
Q      0.0233412026207135703  0.0227608802777636665  0.0231936222062465713
                    optimism         index.corrected  n
Dxy    0.0043136739010409269 -0.36823596603785002657 10
R2     0.0000000000000000000  1.00000000000000000000 10
Slope -0.0055508323397084336  1.00555083233970843359 10
D     -0.0005191713486598047  0.02379961863755457596 10
U     -0.0000864294201768926  0.00002567408835809379 10
Q     -0.0004327419284829055  0.02377394454919647515 10

And my question ist about the R2: Why ist the value always 1.0. That doesn´t
seem to me like a realistic value.

And so I tried to calculate R2 with my own formula:
LR <- -2*cox$loglik[2]
L0 <- -2*cox$loglik[1]
n <- length(data[,"ID"])
R2N <- (1-exp(-LR/n)) / (1-exp(L0/n))

R2N calculated that way is -0.00132314024559236. 

Can anybody help me to understand the formula to R2 and why the
validate-function results in 1.0?

Thanks,

Andrea.




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