<kevinchiang...@hotmail.com> wrote:
>
>
> 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?
----------
If you are attending the ENAR meeting next week, go find Cindy
Crowson's poster which has a very nice discussion of how to evaluate a
prior Cox model on new data. Given the timeline for statistics
journals, her draft paper (sitting on my desk) might yet be years away
from print even if reviewers like it.
Terry T.
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