R help - Sep 2004 - Validating a Cox model on an external set

Good morning,

Sorry to trouble the list. 

I have a problem I hope to seek your advice on. 
 
Essentially, I am trying to 'validate' a multivariate Cox proportional
hazards model built in a training set, by testing it on an external
test set. I have performed a survfit using the Cox model to predict
survival for the test set, and obtained individual predictions for
survival time, with standard error for each test sample. Each of these
cases has an actual survival time, some censored.
 
How can we decide whether the Cox model has been validated or not?
 
I was suggested survdiff in the survival package, but survdiff works
between curves; am not sure how I could use it (I have a predicted
curve for each curve, but no 'observed curve' - the only observation
is death or censoring at time x)

Thank you all so much! 
 
Min-Han Tan
Van Andel Institute

Min-Han Tan wrote:
> Good morning,
> 
> Sorry to trouble the list. 
> 
> I have a problem I hope to seek your advice on. 
>  
> Essentially, I am trying to 'validate' a multivariate Cox
proportional
> hazards model built in a training set, by testing it on an external
> test set. I have performed a survfit using the Cox model to predict
> survival for the test set, and obtained individual predictions for
> survival time, with standard error for each test sample. Each of these
> cases has an actual survival time, some censored.
>  
> How can we decide whether the Cox model has been validated or not?
This is what the Design package and its cph and validate.cph and 
calibrate.cph functions are for.
>  
> I was suggested survdiff in the survival package, but survdiff works
> between curves; am not sure how I could use it (I have a predicted
> curve for each curve, but no 'observed curve' - the only
observation
> is death or censoring at time x)
> 
> Thank you all so much! 
>  
> Min-Han Tan
> Van Andel Institute
> 
> ______________________________________________
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> 

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

On Tue, 28 Sep 2004, Min-Han Tan wrote:
>
> Essentially, I am trying to 'validate' a multivariate Cox
proportional
> hazards model built in a training set, by testing it on an external
> test set. I have performed a survfit using the Cox model to predict
> survival for the test set, and obtained individual predictions for
> survival time, with standard error for each test sample. Each of these
> cases has an actual survival time, some censored.
>
There is an example of comparing data to a fitted Cox model in 
help(survexp).

 	-thomas