title: Cross-validation in survival analysis.
abstract: The predictive value of a statistical model is conceptually different from the explained variation. In this paper we construct a measure of the predictive value of the Cox proportional hazards model, computed from the leave-one-out regression coefficients. These coefficients can also be used to calculate a shrinkage factor which can be applied to improve the predictions and that can be used in R2-type measures of the proportion of explained variation. Our methods are illustrated by a study of chemotherapy for advanced ovarian cancer.
authors.affiliation: Department of Medical Statistics, Leiden University, The Netherlands.
authors.forename: P J
authors.initials: PJ
authors.lastname: Verweij
authors.forename: H C
authors.initials: HC
authors.lastname: Van Houwelingen
mesh_terms: D000971:Antineoplastic Combined Chemotherapy Protocols / Q000627:therapeutic use; D005260:Female; D006801:Humans; D016013:Likelihood Functions; D009367:Neoplasm Staging; D010051:Ovarian Neoplasms / Q000188:drug therapy / Q000401:mortality / Q000473:pathology; D011379:Prognosis; D016016:Proportional Hazards Models; D012044:Regression Analysis; D016019:Survival Analysis