Further results on the explained variation in proportional hazards regression

Abstract

Summary Two competing measures of the proportion of variation of possibly censored survival times explained by a given proportional hazards model are compared in a Monte Carlo study. It is shown that the validity of a very quick likelihood based measure (Magee, 1990) depends on a proportionality assumption. The computationally more involved measure V 2 of Schemper (1990) is robust in this respect. Both measures produce very close results if the Cox model assumptions are perfectly met.