Re: [R] How to calculate the Deviance for test data based on Cox model

2012-03-29 Thread Thomas Lumley
On Thu, Mar 29, 2012 at 11:03 PM, ChiangKevin 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

Re: [R] How to calculate the Deviance for test data based on Cox model

2012-03-29 Thread David Winsemius
On Mar 29, 2012, at 6:03 AM, ChiangKevin 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 mo

[R] How to calculate the Deviance for test data based on Cox model

2012-03-29 Thread ChiangKevin
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)[bet