Dear List,
If I got a Cox model based on training set, then how should I calculate the Cox
log partial likelihood for the test data?
Actually I am trying to calculate the deviance on test dataset to evaluate the
performance of prediction model, the equation is as follows: D =
-2{L(test)[beta_train] - L(test)[0]}. It means using the beta coefficients got
from training set to calculate the likelihood of test data. I know I can got
log likelihood for training model, but how to get it for test data?
Any package or function can do that? Thanks.
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