Good afternoon! I need to evaluate the goodness-of-fit (aka calibration) for survival probability estimates from a Cox model. I tried to use 'calibrate' in the Design package but I'm not sure if it should/would produce what I need (ie a chi-sq type statistic with a table of expected vs observed probabilities). Any other functions I should be aware of?
Also, has anybody come across an implementation of the statistic described in: "A global goodness of fit statistic for Cox regression models" by Parzen & Lpisitz, Biometrics 55, 1999 Many thanks in advance Eleni Rapsomaniki Research Associate Strangeways Research Laboratory Department of Public Health and Primary Care University of Cambridge ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
