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st: Cox regression proportion of variance explained


From   Elizabeth Kim Murphy <Elizabethkim.Murphy@postgrad.manchester.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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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