Using SAS to calculate the Kent and O'Quigley measure of dependence for Cox proportional hazards regression model.
Kent and O'Quigley (1988) apply the concept of information gain to define a measure of dependence (R-squared measure) between explanatory variables and a censored response variable within the framework of the Cox model. Two SAS macros to calculate this measure are presented. The first one is based on a Newton-Raphson search and makes use of the SAS IML procedure. The second one is a simple grid search using SAS DATA steps and Base-SAS procedures.
Department of Medical Computer Sciences, University of Vienna, Spitalgasse 23, A-1090, Vienna, Austria. harald.heinzl@akh-wien.ac.at
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D003627:Data Interpretation, Statistical; D006801:Humans; D016014:Linear Models; D008175:Lung Neoplasms / Q000401:mortality; D008297:Male; D009716:Numerical Analysis, Computer-Assisted; D016016:Proportional Hazards Models; D015203:Reproducibility of Results; D012984:Software; D016019:Survival Analysis