search for: beta_train

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2012 Mar 29
2
How to calculate the Deviance for test data based on Cox model
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)[beta_train] - L(test)[0]}. It means using the beta coefficients got from training set to calculate the likelihood of test data. I know I can got log likelihood for training model, but how to get it for test data? Any package or function can do that? Thanks. [[alternative HTML version deleted]]