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st: Cox regression proportion of variance explained

From   Elizabeth Kim Murphy <>
To   "" <>
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 (, 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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